# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-25-017862
**Filing Date:** 2025-10
**Character Count:** 1854402
**Document Hash:** 97f1e74d953a5b8855b9a669fb60c0a8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-017862.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001410368-25-017862

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 251418947

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares ESG Advanced Total USD Bond Market ETF (Series ID: S000068817)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000219898 | iShares ESG Advanced Total USD Bond Market ETF | EUSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares ESG Advanced Total USD Bond Market ETF

- **b. EDGAR series identifier (if any):** S000068817

- **c. LEI of Series:** 5493003MW3304SOSOX56

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**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:** $785856347.15

**Total Liabilities:** $39339522.96

**Net Assets:** $746516824.19

**Cash Not Reported:** $2574.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6.73000000 | **1-Year:** 9009.00000000 | **5-Year:** 115184.84000000 | **10-Year:** 54526.53000000 | **30-Year:** 48834.67000000

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

- **3-Month:** 26.43000000 | **1-Year:** 1049.88000000 | **5-Year:** 9650.29000000 | **10-Year:** 1879.67000000 | **30-Year:** 889.47000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219898 | 1.49%                | -0.18%               | 1.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-339373.11              | $8749307.79                                |
| Month 2  | $-295315.44              | $-3521820.34                               |
| Month 3  | $-22411.71               | $6345520.40                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CDP FINANCIAL INC                                       | CDP Financial Inc                                                                | CUSIP: 125094AX0<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $38857.90     | 0.01%             | 2027-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                                            | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78131.43     | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96240 | PA      | $89337.22     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70418.24     | 0.01%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     80000 | PA      | $79542.82     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194377 | PA      | $203026.54    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131073 | PA      | $130482.14    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                  | Five Corners Funding Trust II                                                    | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14017.11     | 0.00%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201202.57    | 0.03%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $105286.56    | 0.01%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104447 | PA      | $105416.62    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16764.44     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $205845.34    | 0.03%             | 2034-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2166000 | PA      | $2196628.60   | 0.29%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99129.67     | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    240000 | PA      | $239168.50    | 0.03%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100274 | PA      | $99802.70     | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50777.34     | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1104000 | PA      | $947370.00    | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38201.70     | 0.01%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5111.30      | 0.00%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47837 | PA      | $44014.31     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    134000 | PA      | $125308.51    | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67706.15     | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                       | CF Industries Inc                                                                | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49181.70     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     74000 | PA      | $66696.73     | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53198.30     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22213.45     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                    | Western Union Co/The                                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30850.99     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20435.33     | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167916.78    | 0.02%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                           | PRA Group Inc                                                                    | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36794.62     | 0.00%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270871 | PA      | $241795.37    | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37118.02     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                       | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72273.90     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     90000 | PA      | $84434.27     | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $213972.24    | 0.03%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195177 | PA      | $157106.11    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60169.87     | 0.01%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780000 | PA      | $733504.69    | 0.10%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                    | Ferguson Finance PLC                                                             | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $42595.51     | 0.01%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99704 | PA      | $88590.66     | 0.01%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305861.80    | 0.04%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92952 | PA      | $77744.98     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                  | Skyworks Solutions Inc                                                           | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51353.03     | 0.01%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     65000 | PA      | $68227.24     | 0.01%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204767 | PA      | $212015.61    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                      | Conagra Brands Inc                                                               | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10682.99     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    195000 | PA      | $162235.89    | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR IV                                  | Five Corners Funding Trust IV                                                    | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100921.43    | 0.01%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51278.87     | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34990.92     | 0.00%             | 2032-01-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57500 | PA      | $48434.62     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93687 | PA      | $86083.41     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                                            | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44631.73     | 0.01%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119782 | PA      | $118724.31    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41111 | PA      | $38009.75     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64820.63     | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     54000 | PA      | $48553.16     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57794.25     | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336680 | PA      | $354396.38    | 0.05%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      5000 | PA      | $5139.67      | 0.00%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                 | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     20000 | PA      | $17695.69     | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $73840.58     | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                     | Northern Trust Corp                                                              | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70379.62     | 0.01%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     57000 | PA      | $62494.16     | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                         | Hanesbrands Inc                                                                  | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47874.68     | 0.01%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    570000 | PA      | $558154.69    | 0.07%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     65000 | PA      | $60770.92     | 0.01%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35499.94     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $71973.56     | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBA4<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     10000 | PA      | $8666.63      | 0.00%             | 2030-08-27      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97617.47     | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $145663.81    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29430.31     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85359.50     | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5151.76      | 0.00%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5006.55      | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107840.78    | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    273000 | PA      | $270755.86    | 0.04%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1482000 | PA      | $698392.50    | 0.09%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $56244.33     | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     10000 | PA      | $10522.08     | 0.00%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35061.44     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                               | Aflac Inc                                                                        | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    128000 | PA      | $125151.51    | 0.02%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     45000 | PA      | $43330.91     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17053.55     | 0.00%             | 2042-03-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117786.31    | 0.02%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40887.20     | 0.01%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171289.51    | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                      | Honda Auto Receivables 2025-3 Owner Trust                                        | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500695.61    | 0.07%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33951 | PA      | $35308.07     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72435.01     | 0.01%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1644882.82   | 0.22%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212257 | PA      | $190436.71    | 0.03%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69197.28     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55587.55     | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     65000 | PA      | $59076.03     | 0.01%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21209.92     | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265445 | PA      | $230062.70    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    205000 | PA      | $206826.78    | 0.03%             | 2026-09-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                | First American Financial Corp                                                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44778.73     | 0.01%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311791.60    | 0.04%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK                                            | Shinhan Bank Co Ltd                                                              | CUSIP: 82460EAR1<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $193828.49    | 0.03%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    960000 | PA      | $709950.00    | 0.10%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158111.24    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust      | GM Financial Consumer Automobile Receivables Trust 2024-1                        | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $508572.85    | 0.07%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     85000 | PA      | $79783.97     | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48293.39     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    131000 | PA      | $129861.51    | 0.02%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5170.72      | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                           | Owens Corning                                                                    | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44587.62     | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20716.80     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5469.25      | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $40350.41     | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $968359.38    | 0.13%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $387148.44    | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10180.38     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26602.45     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                   | Crown Americas LLC / Crown Americas Capital Corp V                               | CUSIP: 22819KAB6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29877.58     | 0.00%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73170.54     | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EMD FINANCE LLC                                         | EMD Finance LLC                                                                  | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148425.59    | 0.02%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111917.35    | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    166000 | PA      | $191786.93    | 0.03%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112048.57    | 0.02%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93391.68     | 0.01%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    833000 | PA      | $829160.39    | 0.11%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    266000 | PA      | $260340.39    | 0.03%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    156000 | PA      | $152347.95    | 0.02%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                             | BNG Bank NV                                                                      | CUSIP: 05591F2V1<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    205000 | PA      | $208306.70    | 0.03%             | 2029-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                                 | Meituan                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $186366.62    | 0.02%             | 2030-10-28      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24718.78     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51305.64     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                    | ACE Capital Trust II                                                             | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $60219.52     | 0.01%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75516.34     | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                        | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54700.01     | 0.01%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $195643.18    | 0.03%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5109.42      | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    110000 | PA      | $109331.82    | 0.01%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                     | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35624.67     | 0.00%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $800312.50    | 0.11%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63964.51     | 0.01%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     62000 | PA      | $44983.64     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35820.45     | 0.00%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69838.89     | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                 | Illinois Tool Works Inc                                                          | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     63000 | PA      | $52334.15     | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $152632.80    | 0.02%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    687000 | PA      | $707771.02    | 0.09%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179741 | PA      | $183900.87    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $403034.50    | 0.05%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34229.58     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                   | Dexia SA                                                                         | CUSIP: 25214BBC7<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $40335.48     | 0.01%             | 2027-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1625000 | PA      | $1660116.25   | 0.22%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $106432.13    | 0.01%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409262 | PA      | $365332.23    | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44510.51     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44309.29     | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $5258.43      | 0.00%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99100 | PA      | $91109.26     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614236 | PA      | $605916.44    | 0.08%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25092.55     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67765.37     | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566317 | PA      | $428314.15    | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281398 | PA      | $264653.63    | 0.04%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5084.98      | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36537.58     | 0.00%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162227 | PA      | $168271.98    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52572 | PA      | $42103.31     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    214000 | PA      | $194070.99    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114633.67    | 0.02%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FINANC                                | Great-West Lifeco Finance Delaware LP                                            | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59491.52     | 0.01%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $202035.62    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50634.71     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2367750.00   | 0.32%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                     | CUSIP: 29082KAB1<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14529.66     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113023.59    | 0.02%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     70000 | PA      | $52885.77     | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    536000 | PA      | $541736.88    | 0.07%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    269000 | PA      | $290042.69    | 0.04%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34123.66     | 0.00%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4968.18      | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74170.00     | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46762.13     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                   | Stifel Financial Corp                                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29352.27     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     50000 | PA      | $50857.29     | 0.01%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94491 | PA      | $76173.31     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                         | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $174716.89    | 0.02%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                              | Ciena Corp                                                                       | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28517.48     | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                     | Viavi Solutions Inc                                                              | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28043.03     | 0.00%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    290000 | PA      | $195263.85    | 0.03%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                             | Workday Inc                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24615.67     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50172.05     | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101545.65    | 0.01%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $90304.47     | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29955.61     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20572.68     | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    372000 | PA      | $377376.56    | 0.05%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555848 | PA      | $560470.50    | 0.08%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $78514.07     | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                     | Leggett & Platt Inc                                                              | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25456.94     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62126.77     | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28558.31     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32117.20     | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29931.77     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50894.85     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234622 | PA      | $243501.20    | 0.03%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    278214 | PA      | $223340.45    | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50450.26     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57970.48     | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68658.76     | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26387.11     | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                           | JDE Peet's NV                                                                    | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $21787.53     | 0.00%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XF5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390034 | PA      | $340424.09    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60543.34     | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82285.53     | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129932.59    | 0.02%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $37699.94     | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $202977.67    | 0.03%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                   | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265704.07    | 0.04%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206383.80    | 0.03%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19409.86     | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27317.51     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51510.24     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38525.13     | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31445.21     | 0.00%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137359.80    | 0.02%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1124000 | PA      | $1126370.94   | 0.15%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21802.00     | 0.00%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37981.41     | 0.01%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30379.06     | 0.00%             | 2029-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203101.43    | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98052.88     | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $175419.67    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49287.87     | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100473.10    | 0.01%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20035.52     | 0.00%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc                                                                | CUSIP: 22411VAU2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4848.28      | 0.00%             | 2026-09-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50990.06     | 0.01%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75699.46     | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46512.27     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $970898.44    | 0.13%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2252985 | PA      | $1795723.91   | 0.24%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18570.72     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35727.17     | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                  | Arch Capital Group Ltd                                                           | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $23118.70     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89167.03     | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36721.70     | 0.00%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                                                      | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13543.63     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42604.67     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBU2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $206902.98    | 0.03%             | 2029-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $208198.50    | 0.03%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40690.35     | 0.01%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1197498 | PA      | $995191.27    | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124521 | PA      | $122025.12    | 0.02%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155019.39    | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967968 | PA      | $773520.86    | 0.10%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29897.18     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104467.02    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     80000 | PA      | $76185.59     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QBLZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211242 | PA      | $201505.77    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2228250.00   | 0.30%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51120 | PA      | $41371.30     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212739 | PA      | $210587.77    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL                                   | Mitsubishi HC Capital Inc                                                        | CUSIP: 60682LAG7<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $19449.93     | 0.00%             | 2030-04-13      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151147.25    | 0.02%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $211432.25    | 0.03%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                         | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42541.07     | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    298589 | PA      | $265418.68    | 0.04%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29014.81     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404745 | PA      | $351787.99    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    205000 | PA      | $161632.46    | 0.02%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CL5<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $9616.23      | 0.00%             | 2035-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Danaher Corp                                            | Danaher Corp                                                                     | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34356.52     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21295.60     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82254.47     | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                             | Hubbell Inc                                                                      | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36402.80     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52751.30     | 0.01%             | 2030-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5137.57      | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $260716.90    | 0.03%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88432.91     | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1970000 | PA      | $1304201.56   | 0.17%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116191.31    | 0.02%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82117 | PA      | $75496.05     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                             | Cencosud SA                                                                      | CUSIP: 000000000<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $199364.52    | 0.03%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149439.97    | 0.02%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43563.34     | 0.01%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93062.47     | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62803.88     | 0.01%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $22033.28     | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33022.05     | 0.00%             | 2030-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107556.55    | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                                 | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200705.44    | 0.03%             | 2032-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18539.75     | 0.00%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                         | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102024.81    | 0.01%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114306.74    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138532.64    | 0.02%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                  | Yara International ASA                                                           | CUSIP: 000000000<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $112411.24    | 0.02%             | 2032-11-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1273000 | PA      | $1266336.65   | 0.17%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15000 | PA      | $14788.90     | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71337.91     | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67084.56     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $25568.90     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54107.02     | 0.01%             | 2031-09-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    125000 | PA      | $127290.63    | 0.02%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                  | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49783.34     | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25782.15     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $762750.00    | 0.10%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $219148.24    | 0.03%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bonds                      | UAE International Government Bonds                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $301465.24    | 0.04%             | 2041-10-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2784000 | PA      | $2742457.51   | 0.37%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230702.39    | 0.03%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                            | AutoZone Inc                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84395.13     | 0.01%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $206334.74    | 0.03%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $112898.74    | 0.02%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107193.19    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $29867.82     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $374439.80    | 0.05%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69949.63     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     55000 | PA      | $53644.66     | 0.01%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $55319.77     | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    140000 | PA      | $143801.42    | 0.02%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40093.68     | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10105.25     | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                            | AutoZone Inc                                                                     | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9835.60      | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37092.19     | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20037.67     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36366.50     | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36941.87     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     30000 | PA      | $29912.50     | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56925 | PA      | $45841.28     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144972 | PA      | $115620.75    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                             | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39772.54     | 0.01%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $88547.20     | 0.01%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                | WEA Finance LLC / Westfield UK & Europe Finance PLC                              | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     20000 | PA      | $16766.97     | 0.00%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1456000 | PA      | $1434387.50   | 0.19%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1430325.00   | 0.19%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104404 | PA      | $882501.03    | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208975.40    | 0.03%             | 2027-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23866.28     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56389.83     | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62623.12     | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     55000 | PA      | $55073.26     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $138344.67    | 0.02%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150919.56    | 0.02%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     95000 | PA      | $88630.93     | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $109805.48    | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72958.85     | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $53745.42     | 0.01%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     44000 | PA      | $43940.26     | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48496.12     | 0.01%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20741.16     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86483.61     | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     85000 | PA      | $78303.25     | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71077.09     | 0.01%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                             | Snap-on Inc                                                                      | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26739.72     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216297.67    | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132127 | PA      | $109871.91    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123249.76    | 0.02%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110497.46    | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    656158 | PA      | $622140.47    | 0.08%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39701.97     | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                         | Hershey Co/The                                                                   | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89522.04     | 0.01%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2684062.50   | 0.36%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    335000 | PA      | $200310.65    | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25177 | PA      | $22307.65     | 0.00%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29644.73     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28328.65     | 0.00%             | 2029-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                       | Kuntarahoitus Oyj                                                                | CUSIP: 62630CEH0<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |      5000 | PA      | $5040.49      | 0.00%             | 2027-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $215322.61    | 0.03%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76103.81     | 0.01%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95231.93     | 0.01%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                               | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66489.41     | 0.01%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                                  | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37553.64     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     45000 | PA      | $44355.13     | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                     | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66806.25     | 0.01%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC47                                           | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $230364.34    | 0.03%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                  | Old Republic International Corp                                                  | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30851.40     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     62000 | PA      | $55833.42     | 0.01%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93810.80     | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    125000 | PA      | $135931.00    | 0.02%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8441 | PA      | $7573.19      | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $193481.22    | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34951.45     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66785.70     | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157010 | PA      | $159538.61    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71997.92     | 0.01%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30852.90     | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                    | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34148.57     | 0.00%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1938142.19   | 0.26%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                             | BNG Bank NV                                                                      | CUSIP: 05591F2X7<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $199372.80    | 0.03%             | 2026-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186132 | PA      | $177916.26    | 0.02%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41913.09     | 0.01%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57025.03     | 0.01%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44740.86     | 0.01%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $20485.55     | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    185000 | PA      | $186250.26    | 0.02%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33295.02     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $19990.28     | 0.00%             | 2028-01-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34297.73     | 0.00%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30051.39     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103338.34    | 0.01%             | 2028-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527537 | PA      | $534619.53    | 0.07%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                  | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $63017.09     | 0.01%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     39000 | PA      | $27394.97     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                       | CPPIB Capital Inc                                                                | CUSIP: 22411VAZ1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    270000 | PA      | $274116.67    | 0.04%             | 2028-07-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $118983.92    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74477.89     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     10000 | PA      | $10024.99     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                 | Cboe Global Markets Inc                                                          | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59287.21     | 0.01%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                  | Equitable Holdings Inc                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200535.07    | 0.03%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4020.72      | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1024218.75   | 0.14%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $211642.63    | 0.03%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65747 | PA      | $65679.90     | 0.01%             | 2051-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    160000 | PA      | $162321.43    | 0.02%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                         | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152137.00    | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125238 | PA      | $105402.02    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55449.92     | 0.01%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS                                  | Axalta Coating Systems LLC                                                       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52023.86     | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32216.07     | 0.00%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     15000 | PA      | $15539.51     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $78003.25     | 0.01%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55461.26     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                          | Qatar Government International Bond                                              | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $191218.82    | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                           | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15957.35     | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57839 | PA      | $58938.73     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    671506 | PA      | $621538.19    | 0.08%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     50000 | PA      | $48865.46     | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123839 | PA      | $113989.47    | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39033.69     | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368025 | PA      | $308150.05    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39166.83     | 0.01%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                            | ING Groep NV                                                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $207040.25    | 0.03%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36306.51     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20108.07     | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $58570.84     | 0.01%             | 2028-01-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57040.25     | 0.01%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85557.11     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                                     | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9930.45      | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101292.03    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34239.41     | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1388397 | PA      | $1136956.68   | 0.15%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56353.60     | 0.01%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    962000 | PA      | $960835.08    | 0.13%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101475.93    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140365.58    | 0.02%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77432 | PA      | $62263.94     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224852 | PA      | $217322.99    | 0.03%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60384.57     | 0.01%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                            | Linde Inc/CT                                                                     | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5199.21      | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190164.27    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29627.71     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110352.19    | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                  | Nordic Investment Bank                                                           | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     65000 | PA      | $66143.64     | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                     | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103418.44    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1558259 | PA      | $1300383.13   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100595.64    | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29233.30     | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                          | CUSIP: 105756AE0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    120000 | PA      | $131582.67    | 0.02%             | 2027-05-15      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53066.78     | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101309.56    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                               | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37469.16     | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $44820.11     | 0.01%             | 2030-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26757.46     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73636.24     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     89000 | PA      | $68194.60     | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $13663.11     | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56269.24     | 0.01%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201803.99    | 0.03%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68637.68     | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     25000 | PA      | $25092.39     | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AR4<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18745.69     | 0.00%             | 2032-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                            | CubeSmart LP                                                                     | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     40000 | PA      | $37725.13     | 0.01%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154358 | PA      | $124066.79    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109539.39    | 0.01%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    674000 | PA      | $685163.13    | 0.09%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                      | Province of Quebec Canada                                                        | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $125005.48    | 0.02%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1839000 | PA      | $1263450.47   | 0.17%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132027 | PA      | $134927.54    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9669.11      | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     90000 | PA      | $90140.02     | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $987043.76    | 0.13%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                     | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38434.07     | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBL0<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $201403.52    | 0.03%             | 2034-01-30      | Fixed         | 4.50%                 | 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        |    250000 | PA      | $252976.22    | 0.03%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    115000 | PA      | $76162.81     | 0.01%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90247.09     | 0.01%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1217125.00   | 0.16%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38505.50     | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $154245.60    | 0.02%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79078.44     | 0.01%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    704000 | PA      | $706200.00    | 0.09%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59988.98     | 0.01%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72107.40     | 0.01%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $10024.23     | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                       | Flowers Foods Inc                                                                | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19768.49     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51692.30     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79156.42     | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10145.62     | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45493.61     | 0.01%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48184.55     | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113278.98    | 0.02%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154358.61    | 0.02%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25329.82     | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4876.92      | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58092.73     | 0.01%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59313.35     | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAF5<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     65000 | PA      | $62754.97     | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    803234 | PA      | $642731.36    | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105751.30    | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     45000 | PA      | $46110.72     | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190140.50    | 0.03%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450000 | PA      | $432832.50    | 0.06%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102238.45    | 0.01%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     77000 | PA      | $72725.48     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72679.97     | 0.01%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488000 | PA      | $441945.00    | 0.06%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                     | Northern Trust Corp                                                              | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89354.02     | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE FIN LLC                                | Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                     | CUSIP: 432891AK5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34914.01     | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $1006971.09   | 0.13%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72459.18     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58105.88     | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78914 | PA      | $70469.88     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33736.74     | 0.00%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32194 | PA      | $26069.07     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15831.59     | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                    | Western Union Co/The                                                             | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40721.58     | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $183214.38    | 0.02%             | 2033-06-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                | Manufacturers & Traders Trust Co                                                 | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258026.64    | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                           | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73104.43     | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                            | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20706.03     | 0.00%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1954000 | PA      | $1063403.44   | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $311494.40    | 0.04%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                 | Illinois Tool Works Inc                                                          | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73933.92     | 0.01%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72560.42     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257906 | PA      | $216100.93    | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     80000 | PA      | $73813.70     | 0.01%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAF3<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34372.30     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1776084.38   | 0.24%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10237.63     | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $162191.74    | 0.02%             | 2031-02-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37032.24     | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RS72<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76091.76     | 0.01%             | 2026-11-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                    | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $52404.12     | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80694.36     | 0.01%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61694.59     | 0.01%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    460000 | PA      | $364904.57    | 0.05%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72925.19     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                               | Timken Co/The                                                                    | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35256.93     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                 | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20628.38     | 0.00%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35486.80     | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91252.55     | 0.01%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                           | Owens Corning                                                                    | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28459.42     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     92000 | PA      | $89858.68     | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60744.55     | 0.01%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $41534.74     | 0.01%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    215000 | PA      | $221105.81    | 0.03%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                  | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9687.84      | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                             | TJX Cos Inc/The                                                                  | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34199.50     | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117881.17    | 0.02%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158724.94    | 0.02%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED NATURAL FOODS INC                                | United Natural Foods Inc                                                         | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34990.53     | 0.00%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80960.81     | 0.01%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69674.01     | 0.01%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     55000 | PA      | $50477.83     | 0.01%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95865.24     | 0.01%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23227.93     | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $183083.31    | 0.02%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     60000 | PA      | $60846.39     | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                               | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81092.68     | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15327.50     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                              | Hasbro Inc                                                                       | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46716.57     | 0.01%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28436.07     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                 | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99034.84     | 0.01%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50122 | PA      | $41889.61     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                | LKQ Corp                                                                         | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42279.83     | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62159.58     | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    165000 | PA      | $179094.03    | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51237.22     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                          | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26687.71     | 0.00%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                                    | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36639.36     | 0.00%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    498000 | PA      | $505664.53    | 0.07%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132275.52    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     95000 | PA      | $88292.55     | 0.01%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49518.35     | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99519.06     | 0.01%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51624.88     | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110190.89    | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $748972.66    | 0.10%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $140396.31    | 0.02%             | 2027-09-10      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                  | Atlantic City Electric Co                                                        | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4493.57      | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121109.92    | 0.02%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222239 | PA      | $218379.14    | 0.03%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76337.98     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8240.69      | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102474.21    | 0.01%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                                                      | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19183.26     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC                                    | AEGON Funding Co LLC                                                             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10161.74     | 0.00%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $110316.08    | 0.01%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26290.80     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84441.29     | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                              | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38889.75     | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                         | Hillenbrand Inc                                                                  | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22993.22     | 0.00%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71497.31     | 0.01%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     35000 | PA      | $37213.30     | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SFIL SA                                                 | SFIL SA                                                                          | CUSIP: 000000000<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $202933.55    | 0.03%             | 2027-04-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44608.84     | 0.01%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $436687.50    | 0.06%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101754.29    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57368.56     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47452.78     | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155450.68    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     15000 | PA      | $15450.17     | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99634.98     | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                | AXIS Specialty Finance PLC                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     55000 | PA      | $54615.94     | 0.01%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122774.90    | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     15000 | PA      | $14704.14     | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $920882.82    | 0.12%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUB LLC                                 | Carlyle Finance Subsidiary LLC                                                   | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67801.28     | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217214.30    | 0.03%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174959.00    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139946 | PA      | $143357.59    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80283.10     | 0.01%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                 | Empower Finance 2020 LP                                                          | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $50082.34     | 0.01%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244172 | PA      | $250118.59    | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     25000 | PA      | $16691.87     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186752 | PA      | $171898.67    | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1517000 | PA      | $1474808.44   | 0.20%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                           | Ingredion Inc                                                                    | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56336.95     | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  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        |    455000 | PA      | $445582.30    | 0.06%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    165000 | PA      | $170333.82    | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     65000 | PA      | $64708.42     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109060.23    | 0.01%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1375335.93   | 0.18%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    277025 | PA      | $283733.38    | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $139069.52    | 0.02%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                       | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41926.24     | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $59158.01     | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     10000 | PA      | $10262.13     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1203000 | PA      | $1210236.80   | 0.16%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     30000 | PA      | $27000.75     | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Belo Corp                                               | Belo Corp                                                                        | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26037.27     | 0.00%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70459.73     | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47645.46     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                        | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $211376.71    | 0.03%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42050.60     | 0.01%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     91000 | PA      | $79330.26     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224439 | PA      | $229342.94    | 0.03%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100508.21    | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SF HLDNG INVESTMENT 2021                                | SF Holding Investment 2021 Ltd                                                   | CUSIP: 000000000<br>LEI: 655600V9A105VPU0VS17 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187782.76    | 0.03%             | 2031-11-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99015.33     | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                 | Cboe Global Markets Inc                                                          | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84488.25     | 0.01%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $60409.20     | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32419.79     | 0.00%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93679.14     | 0.01%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                          | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203520.17    | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp                                     | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92187.81     | 0.01%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                              | Masco Corp                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44326.16     | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     73000 | PA      | $69286.62     | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1120000 | PA      | $1136887.51   | 0.15%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1619000 | PA      | $1641640.71   | 0.22%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42495.30     | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                 | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    100000 | PA      | $97661.02     | 0.01%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96301.89     | 0.01%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| KOREAREHABNRESOURCE                                     | Korea Mine Rehabilitation & Mineral Resources Corp                               | CUSIP: 000000000<br>LEI: 988400H3GWWTNW7D1G09 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $205483.83    | 0.03%             | 2029-05-08      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29629.46     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52984.83     | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                    | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     87000 | PA      | $61779.26     | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123744.47    | 0.02%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136129.72    | 0.02%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    368624 | PA      | $355502.98    | 0.05%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     75000 | PA      | $73699.65     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40197.93     | 0.01%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90725.96     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                             | Hubbell Inc                                                                      | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44081.49     | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157545 | PA      | $145132.91    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    135000 | PA      | $140685.62    | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES          | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  28950000 | NS      | $28950000.00  | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                               | Xylem Inc/NY                                                                     | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44920.98     | 0.01%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SKANDINAVISKA ENSKILDA                                  | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     10000 | PA      | $10346.61     | 0.00%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                     | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    115000 | PA      | $112606.05    | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $153321.13    | 0.02%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                         | QNB Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202572.11    | 0.03%             | 2029-04-02      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150964.52    | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    488000 | PA      | $433557.50    | 0.06%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2Q8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    205000 | PA      | $209792.53    | 0.03%             | 2029-05-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18863.74     | 0.00%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                | United Overseas Bank Ltd                                                         | CUSIP: 91127KAH5<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     65000 | PA      | $64340.71     | 0.01%             | 2032-10-07      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     25000 | PA      | $26798.82     | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33814.26     | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                     | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30066.88     | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STATE ELITE GLOBAL LTD                                  | State Elite Global Ltd                                                           | CUSIP: 000000000<br>LEI: 254900FRO7K50Y54IW59 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $194565.05    | 0.03%             | 2026-09-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $50884.92     | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Steelcase Inc                                           | Steelcase Inc                                                                    | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31903.97     | 0.00%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91509.94     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     90000 | PA      | $74555.28     | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61500.81     | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80526.63     | 0.01%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     15000 | PA      | $16435.44     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $808281.25    | 0.11%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAQ1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5134.32      | 0.00%             | 2029-04-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                     | Block Financial LLC                                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52115.00     | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     20000 | PA      | $19203.00     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     35000 | PA      | $33272.94     | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                 | Janus Henderson US Holdings Inc                                                  | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24934.24     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105704 | PA      | $96993.01     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275712 | PA      | $253782.52    | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $204753.01    | 0.03%             | 2029-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29778.08     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84832.49     | 0.01%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10632.04     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91333.47     | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122381.31    | 0.02%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $10063.60     | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                   | Arrow Electronics Inc                                                            | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29612.86     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2771000 | PA      | $2858026.72   | 0.38%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $302096.26    | 0.04%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190485.66    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36975.18     | 0.00%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100223.75    | 0.01%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                              | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64378.22     | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45869.14     | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94986.26     | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1133000 | PA      | $1148047.66   | 0.15%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     48000 | PA      | $35942.10     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                         | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63471.01     | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51918.54     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     92000 | PA      | $62566.43     | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AY0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6881.17      | 0.00%             | 2041-09-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115871.95    | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     75000 | PA      | $67265.14     | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2370000 | PA      | $2441655.48   | 0.33%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190374 | PA      | $187834.76    | 0.03%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58303.98     | 0.01%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                      | Conagra Brands Inc                                                               | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48363.92     | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                     | Highwoods Realty LP                                                              | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     35000 | PA      | $34597.06     | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159927 | PA      | $147119.49    | 0.02%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $841750.00    | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10275.51     | 0.00%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                     | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      5000 | PA      | $5090.67      | 0.00%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29497.81     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     35000 | PA      | $29795.25     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51986.93     | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64424 | PA      | $65812.00     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    677000 | PA      | $681945.28    | 0.09%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $733560.29    | 0.10%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31935.35     | 0.00%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5179.85      | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130655.39    | 0.02%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177030.07    | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                             | Hexcel Corp                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44680.00     | 0.01%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $223211.62    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350464.50    | 0.05%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72968.98     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94464.43     | 0.01%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31187.91     | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40955.08     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53213.56     | 0.01%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44859 | PA      | $41267.00     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $23653.86     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83432 | PA      | $70916.76     | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    573394 | PA      | $555817.20    | 0.07%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                            | NMI Holdings Inc                                                                 | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5149.67      | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38440.01     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93326.95     | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     95000 | PA      | $97921.95     | 0.01%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                       | Canada Government International Bond                                             | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    210000 | PA      | $210726.18    | 0.03%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82989.21     | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129499.21    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     55000 | PA      | $52887.00     | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $95722.49     | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72461.84     | 0.01%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     40000 | PA      | $36945.12     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Bank                                                    | BANK 2021-BNK33                                                                  | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $180096.16    | 0.02%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    161000 | PA      | $139282.89    | 0.02%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4924.71      | 0.00%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86850.81     | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61062.71     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50994.60     | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $4926.24      | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                              | Hasbro Inc                                                                       | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35203.21     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                          | Globe Life Inc                                                                   | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88516.83     | 0.01%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $9325.49      | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137094 | PA      | $140611.26    | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $36796.21     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     92000 | PA      | $90958.41     | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $411812.50    | 0.06%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3414.99      | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $194227.02    | 0.03%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                             | Ashland Inc                                                                      | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20977.12     | 0.00%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    185000 | PA      | $135502.54    | 0.02%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15055.06     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1685074.23   | 0.23%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $207927.54    | 0.03%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46401.22     | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $24702.96     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61120.62     | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2608000 | PA      | $2637340.00   | 0.35%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25537.37     | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                              | Unum Group                                                                       | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11953.18     | 0.00%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     99000 | PA      | $91427.28     | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     75000 | PA      | $79585.75     | 0.01%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140559.79    | 0.02%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56528.82     | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111512.47    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                 | CUSIP: 724479AP5<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30163.40     | 0.00%             | 2027-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336955 | PA      | $308184.75    | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                                                      | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45218.63     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $48030.10     | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53963.61     | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51289.09     | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46849.17     | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29886.83     | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                           | CME Group Inc                                                                    | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69952.69     | 0.01%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66863.37     | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1121233 | PA      | $939658.79    | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68798.78     | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    110000 | PA      | $110456.34    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74068.30     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                   | Jackson Financial Inc                                                            | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44924.55     | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    210000 | PA      | $218722.29    | 0.03%             | 2029-01-18      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31592.84     | 0.00%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    860370 | PA      | $765823.78    | 0.10%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     55000 | PA      | $56210.52     | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    295000 | PA      | $300088.80    | 0.04%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $220218.75    | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    351053 | PA      | $324930.32    | 0.04%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                  | NBCUniversal Media LLC                                                           | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32721.58     | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60994.61     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $66052.06     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126161.96    | 0.02%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100688.89    | 0.01%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98758.54     | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62546.36     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1369046.88   | 0.18%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    924000 | PA      | $924938.44    | 0.12%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56481 | PA      | $51957.91     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    105000 | PA      | $107343.96    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25833.87     | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                                              | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25165.40     | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    230000 | PA      | $231678.37    | 0.03%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151764.99    | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    161000 | PA      | $155963.10    | 0.02%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25809.90     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $15169.84     | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31384.38     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                | Republic of South Africa Government International Bond                           | CUSIP: 836205AP9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    225000 | PA      | $200289.04    | 0.03%             | 2041-03-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1002919.99   | 0.13%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139888.37    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31183.12     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40445 | PA      | $37324.19     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $87791.48     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95352.41     | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                  | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75204.02     | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12987.11     | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459242 | PA      | $416908.02    | 0.06%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51409.21     | 0.01%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    170000 | PA      | $168711.13    | 0.02%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     55000 | PA      | $52438.19     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18096.43     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    405000 | PA      | $404512.64    | 0.05%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBD8<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      5000 | PA      | $4847.89      | 0.00%             | 2026-10-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39064.37     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 556079AF8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $27257.40     | 0.00%             | 2033-01-18      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                             | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180140.42    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                | Willis North America Inc                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62525.68     | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86868.57     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $58376.25     | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100537.49    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                       | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34200.32     | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                            | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20655.75     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9048.13      | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                   | Republic Services Inc                                                            | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77095.54     | 0.01%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                              | Sodexo Inc                                                                       | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205261.97    | 0.03%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77144.16     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98802.08     | 0.01%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                    | Airport Authority                                                                | CUSIP: 00946AAG9<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $203481.03    | 0.03%             | 2028-01-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5008.38      | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40332.57     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105629 | PA      | $84190.40     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86735.98     | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1175000 | PA      | $1198297.15   | 0.16%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50444.38     | 0.01%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32540.61     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30578.27     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                     | Block Financial LLC                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43214.85     | 0.01%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42128.36     | 0.01%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25942.52     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168383.86    | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $236604.59    | 0.03%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     80000 | PA      | $82610.98     | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEXIA                                                   | Dexia SA                                                                         | CUSIP: 25214BBD5<br>LEI: F4G136OIPBYND1F41110 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $5154.93      | 0.00%             | 2030-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22291.52     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35701.53     | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     60000 | PA      | $59908.22     | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                       | Newell Brands Inc                                                                | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29343.94     | 0.00%             | 2036-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $872718.75    | 0.12%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                       | CUSIP: 44701QBG6<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9259.20      | 0.00%             | 2034-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $20083.92     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $129826.22    | 0.02%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                    | Protective Life Corp                                                             | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67015.43     | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                          | AutoNation Inc                                                                   | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44392.96     | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    112000 | PA      | $80003.02     | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126209.08    | 0.02%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                       | DXC Technology Co                                                                | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38880.22     | 0.01%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1950 | PA      | $1749.24      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     99000 | PA      | $94728.17     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77757.59     | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84095.23     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61525.40     | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                              | DOC DR LLC                                                                       | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     55000 | PA      | $49024.31     | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68806.19     | 0.01%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96193.16     | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101232.87    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $57810.10     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    102000 | PA      | $86889.79     | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35692.11     | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120363 | PA      | $119757.61    | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35962.20     | 0.00%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56316.17     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $957265.63    | 0.13%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    190000 | PA      | $177036.84    | 0.02%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111683.37    | 0.01%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     56000 | PA      | $63700.14     | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    155000 | PA      | $150301.13    | 0.02%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64234.77     | 0.01%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116654.26    | 0.02%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53180 | PA      | $49197.23     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                 | KB Home                                                                          | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23325.00     | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101394.08    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     66000 | PA      | $57951.92     | 0.01%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86608.57     | 0.01%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54261.86     | 0.01%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                  | Province of Manitoba Canada                                                      | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     65000 | PA      | $66884.52     | 0.01%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122121.08    | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | State of Israel                                                                  | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $129076.67    | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1840847.66   | 0.25%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148010.54    | 0.02%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24431.99     | 0.00%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103292.83    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    110000 | PA      | $120026.17    | 0.02%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155674.01    | 0.02%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    629000 | PA      | $651408.13    | 0.09%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $28701.36     | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1015318 | PA      | $1009909.24   | 0.14%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD5G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445040 | PA      | $369871.36    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51418.10     | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101536.90    | 0.01%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP                                    | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22971.30     | 0.00%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50401.45     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112642.90    | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78815.78     | 0.01%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KQN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51019 | PA      | $40956.55     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159076.35    | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                           | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60494.38     | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OOREDOO INTL FINANCE                                    | Ooredoo International Finance Ltd                                                | CUSIP: 000000000<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $182562.19    | 0.02%             | 2031-04-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76573.69     | 0.01%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                   | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $75954.90     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $52278.72     | 0.01%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $973500.00    | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198241.47    | 0.03%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    477529 | PA      | $437795.14    | 0.06%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     65000 | PA      | $56285.73     | 0.01%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $947109.38    | 0.13%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41027 | PA      | $32887.72     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44201.22     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60306.45     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    110000 | PA      | $103347.43    | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114854.36    | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $141769.35    | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39704.43     | 0.01%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $188332.81    | 0.03%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                            | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76041.02     | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    130000 | PA      | $131742.97    | 0.02%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63700.54     | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9146 | PA      | $8843.37      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.53      | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                     | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   6401478 | NS      | $6401477.51   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61836.61     | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54735.92     | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     45000 | PA      | $43204.44     | 0.01%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152319 | PA      | $155230.67    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10427.87     | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                          | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145533.75    | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53991 | PA      | $49841.14     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TR FIN LLC                                              | TR FIN LLC                                                                       | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4923.79      | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    210000 | PA      | $203568.99    | 0.03%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    190000 | PA      | $120246.68    | 0.02%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40645.68     | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    205000 | PA      | $211264.63    | 0.03%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                  | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 830505AZ6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     35000 | PA      | $35569.02     | 0.00%             | 2027-03-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     77000 | PA      | $68661.24     | 0.01%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CW2V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90376 | PA      | $83083.79     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84053.56     | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65460.25     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24290.25     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    138000 | PA      | $136093.51    | 0.02%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     60000 | PA      | $54426.85     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35490.12     | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37384.31     | 0.01%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9593.03      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51668.03     | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $10237.21     | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                                 | Mid-Atlantic Interstate Transmission LLC                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59770.98     | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15246.08     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                     | Avantor Funding Inc                                                              | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52263.88     | 0.01%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    120000 | PA      | $74699.41     | 0.01%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63565.96     | 0.01%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99784.31     | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20683.43     | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47237.71     | 0.01%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85002.18     | 0.01%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                       | Kommunalbanken AS                                                                | CUSIP: 50048MDM9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $203267.42    | 0.03%             | 2029-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    682000 | PA      | $661753.13    | 0.09%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $1007634.38   | 0.13%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67847.26     | 0.01%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59545.41     | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     30000 | PA      | $24311.52     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2017-GS7                                            | CUSIP: 36254CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256933 | PA      | $254153.35    | 0.03%             | 2050-08-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25469.80     | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41415.21     | 0.01%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122195.29    | 0.02%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165411 | PA      | $171993.88    | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149889 | PA      | $145799.14    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    767295 | PA      | $702836.93    | 0.09%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622A2R87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3173 | PA      | $2850.83      | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                         | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20253.53     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92875.98     | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                  | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15125.72     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28620.90     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| KB HOME                                                 | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19712.35     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30302.09     | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52849.88     | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $403997.44    | 0.05%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $40348.53     | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                             | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14949.72     | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102882 | PA      | $102402.00    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5154.27      | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16261.32     | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779716 | PA      | $624184.62    | 0.08%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $170531.25    | 0.02%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79055.19     | 0.01%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59823.92     | 0.01%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54755.88     | 0.01%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF CHINA/MACAU                                     | Bank of China Ltd/Macau                                                          | CUSIP: 000000000<br>LEI: 54930047DU4WCPOIO219 | Long             | DBT              | CORP              | CN        |    400000 | PA      | $396745.68    | 0.05%             | 2027-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60348.14     | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53094.47     | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $51588.27     | 0.01%             | 2028-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85874.22     | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                              | VMware LLC                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157882.60    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49973.18     | 0.01%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192529.52    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38858.68     | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34484.27     | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5163.74      | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100647.70    | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108041.14    | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $5175.09      | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    386000 | PA      | $389015.63    | 0.05%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47836.78     | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126611.00    | 0.02%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99348.34     | 0.01%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132205.34    | 0.02%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63386.31     | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302484.87    | 0.04%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    294219 | PA      | $250622.35    | 0.03%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     78000 | PA      | $50934.36     | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                           | CME Group Inc                                                                    | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94659.77     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VAY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $63138.03     | 0.01%             | 2026-09-16      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    923000 | PA      | $927939.49    | 0.12%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     75000 | PA      | $66109.33     | 0.01%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340000 | PA      | $296660.24    | 0.04%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41828.92     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BC7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156459.93    | 0.02%             | 2029-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    701202 | PA      | $716769.37    | 0.10%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148673 | PA      | $147835.81    | 0.02%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     40000 | PA      | $39700.05     | 0.01%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66665.13     | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc                                                                | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43088.84     | 0.01%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                 | Arch Capital Group US Inc                                                        | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51144.54     | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DEVELOP                                | Agence Francaise de Developpement EPIC                                           | CUSIP: 000000000<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    400000 | PA      | $406894.02    | 0.05%             | 2029-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                 | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88755.31     | 0.01%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                     | Air Liquide Finance SA                                                           | CUSIP: 00913RAD8<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     55000 | PA      | $54074.63     | 0.01%             | 2026-09-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     20000 | PA      | $21040.49     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63838.26     | 0.01%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1205437.50   | 0.16%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87209.17     | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37524.89     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    112000 | PA      | $81869.29     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |     25000 | PA      | $25909.74     | 0.00%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                             | Trimble Inc                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69286.60     | 0.01%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LEH8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13018.33     | 0.00%             | 2030-11-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10120.51     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330337 | PA      | $323216.39    | 0.04%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XNHZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170376 | PA      | $175324.23    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4897.00      | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223458 | PA      | $209504.40    | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                            | Danaher Corp                                                                     | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37203.18     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                  | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    100000 | PA      | $100159.97    | 0.01%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181249.81    | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     25000 | PA      | $22758.66     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1841812.50   | 0.25%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52841.60     | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     45000 | PA      | $45568.98     | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    380000 | PA      | $352807.98    | 0.05%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101197.83    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORP                                        | Knife River Corp                                                                 | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31513.33     | 0.00%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40813.73     | 0.01%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    128000 | PA      | $113497.96    | 0.02%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122931 | PA      | $99294.27     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                   | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155444.87    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                               | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24758.09     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                | Cintas Corp No 2                                                                 | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30144.88     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252030.89    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1951031.25   | 0.26%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75138.95     | 0.01%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133881.89    | 0.02%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                   | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     35000 | PA      | $36196.54     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98135.88     | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    165000 | PA      | $183208.76    | 0.02%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766398 | PA      | $614525.61    | 0.08%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     79000 | PA      | $77609.23     | 0.01%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20089.46     | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                              | DOC DR LLC                                                                       | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     15000 | PA      | $14919.08     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84572.60     | 0.01%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                        | MDC Holdings Inc                                                                 | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12860.64     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $98055.85     | 0.01%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     49000 | PA      | $36609.92     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121909 | PA      | $112837.90    | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77198.22     | 0.01%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                | Arch Capital Finance LLC                                                         | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34917.27     | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47977.28     | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     40000 | PA      | $38957.24     | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51783.74     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                              | Fiserv Inc                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64929.73     | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    235000 | PA      | $147338.35    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1213230.20   | 0.16%             | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145369.27    | 0.02%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92132.67     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $152203.71    | 0.02%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112901.40    | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176258 | PA      | $180690.16    | 0.02%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138397.33    | 0.02%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     76000 | PA      | $72761.45     | 0.01%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                   | Texas Instruments Inc                                                            | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70459.39     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43241 | PA      | $39755.09     | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153264.53    | 0.02%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Cork & Seal Co Inc                                | Crown Cork & Seal Co Inc                                                         | CUSIP: 228255AH8<br>LEI: 7HLDMDH0ZXNUH6PT7Z42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25709.95     | 0.00%             | 2026-12-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $34911.56     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    145000 | PA      | $129855.13    | 0.02%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |      5000 | PA      | $5068.27      | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50922.15     | 0.01%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366376.36    | 0.05%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56345.68     | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121550.34    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61139.57     | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113632.49    | 0.02%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $307338.27    | 0.04%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $176670.54    | 0.02%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88135.31     | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                            | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $40149.19     | 0.01%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143118.79    | 0.02%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    112000 | PA      | $102835.47    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102440.46    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22122.22     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     10000 | PA      | $8847.49      | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $21679.56     | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101678.67    | 0.01%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1561000 | PA      | $1569963.56   | 0.21%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $25526.58     | 0.00%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $65164.86     | 0.01%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43707.13     | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    197334 | PA      | $164096.32    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9846.85      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8H24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125609 | PA      | $115466.02    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51666.14     | 0.01%             | 2030-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $45743.97     | 0.01%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73367.95     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415177 | PA      | $1312341.58   | 0.18%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31261.20     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197816.77    | 0.03%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                               | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64931.56     | 0.01%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $49543.10     | 0.01%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $196704.45    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546000 | PA      | $555213.75    | 0.07%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83272.27     | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126945.86    | 0.02%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp                                                             | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38985.17     | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                           | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23448.14     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10297.79     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     75000 | PA      | $51488.43     | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132066 | PA      | $106608.98    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43365.42     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $155475.75    | 0.02%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104605.92    | 0.01%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                     | Dollar General Corp                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39844.88     | 0.01%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $141406.25    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.23     | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $148340.04    | 0.02%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90004.94     | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    758307 | PA      | $672277.56    | 0.09%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5188.14      | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88080 | PA      | $91700.52     | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57547.51     | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $29458.83     | 0.00%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34590.37     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15616.41     | 0.00%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203346.09    | 0.03%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $206967.63    | 0.03%             | 2035-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38120 | PA      | $36828.58     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $35426.61     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAF6<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20191.36     | 0.00%             | 2027-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                  | Province of Manitoba Canada                                                      | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $69960.68     | 0.01%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $125198.69    | 0.02%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152693.65    | 0.02%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131778.76    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51916 | PA      | $41578.26     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4938.24      | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332109 | PA      | $322084.85    | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4788.41      | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85370.60     | 0.01%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $29117.19     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30093.92     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1588968.75   | 0.21%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    145000 | PA      | $132743.93    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38586.73     | 0.01%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     30000 | PA      | $31969.98     | 0.00%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    121000 | PA      | $113981.84    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47266.43     | 0.01%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |    156000 | PA      | $164141.29    | 0.02%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                  | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49480.97     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LTD                                    | Far East Horizon Ltd                                                             | CUSIP: 000000000<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $202460.92    | 0.03%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1195379 | PA      | $903944.84    | 0.12%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL PROJ FIN                                 | Duke Energy Florida Project Finance LLC                                          | CUSIP: 26444GAE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21096.60     | 0.00%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: —       |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $202281.00    | 0.03%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  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        |    280000 | PA      | $256280.16    | 0.03%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $136734.15    | 0.02%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83016.86     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $86673.53     | 0.01%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5121.11      | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                | Tyco Electronics Group SA                                                        | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     25000 | PA      | $22254.25     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L6RZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40301 | PA      | $33833.66     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $41544.55     | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43603.85     | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                          | PulteGroup Inc                                                                   | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $43208.11     | 0.01%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170176.37    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                           | Coherent Corp                                                                    | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68839.75     | 0.01%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $58780.88     | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1556639.07   | 0.21%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47173.83     | 0.01%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H040699<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $279823.87    | 0.04%             | 2055-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50021.29     | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     10000 | PA      | $8644.37      | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIN DEPT GOVT SHARJAH                                   | Finance Department Government of Sharjah                                         | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $175928.73    | 0.02%             | 2033-03-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     50000 | PA      | $43015.35     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65558RAG4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     25000 | PA      | $25378.91     | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17920.02     | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     70000 | PA      | $60894.43     | 0.01%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                | Selective Insurance Group Inc                                                    | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13322.57     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    763326 | PA      | $737694.95    | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     62000 | PA      | $62194.33     | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149339 | PA      | $152144.78    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     30000 | PA      | $29337.27     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AW4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144639.81    | 0.02%             | 2028-09-14      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85128.12     | 0.01%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111645.23    | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25902.11     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190615.39    | 0.03%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $50329.54     | 0.01%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229343.01    | 0.03%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4983.59      | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPD70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135778 | PA      | $138028.90    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    130000 | PA      | $130784.24    | 0.02%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49070.97     | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60127.80     | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1482898 | PA      | $1493826.16   | 0.20%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     55000 | PA      | $54511.03     | 0.01%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31072.81     | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $21426.12     | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51139.42     | 0.01%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $203358.56    | 0.03%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                               | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52300.16     | 0.01%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1205390.63   | 0.16%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     20000 | PA      | $17851.09     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139916.62    | 0.02%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                  | Kazakhstan Government International Bond                                         | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $182074.54    | 0.02%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101035.25    | 0.01%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                            | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10370.35     | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                      | AMN Healthcare Inc                                                               | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23337.33     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAN5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     50000 | PA      | $51585.85     | 0.01%             | 2027-10-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8899.04      | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36794.73     | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41503.81     | 0.01%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60237.12     | 0.01%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALDAR INVESTMENT PROP                                   | Aldar Investment Properties Sukuk Ltd                                            | CUSIP: 000000000<br>LEI: 549300ZE234V8AG9E962 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208071.53    | 0.03%             | 2034-05-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176076.29    | 0.02%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| XEROX HOLDINGS CORP                                     | Xerox Holdings Corp                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     34000 | PA      | $20762.24     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60848.87     | 0.01%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                       | Xerox Corp                                                                       | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     24000 | PA      | $12063.90     | 0.00%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133236.90    | 0.02%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167050.24    | 0.02%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147098 | PA      | $118712.79    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     32000 | PA      | $29484.11     | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5054.09      | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49628 | PA      | $45653.52     | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $66469.19     | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36226.79     | 0.00%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29601.96     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209304.51    | 0.03%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                     | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $73493.72     | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49371.77     | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39696.93     | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88805.79     | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                          | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36108.15     | 0.00%             | 2032-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $198456.62    | 0.03%             | 2026-04-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111395.69    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4136.66      | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                 | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $52873.06     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $59185.24     | 0.01%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $83751.82     | 0.01%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64662.42     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     38000 | PA      | $37339.16     | 0.01%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111258.44    | 0.01%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                            | ING Groep NV                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    265000 | PA      | $263915.14    | 0.04%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97677.58     | 0.01%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180952.79    | 0.02%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22193.19     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                  | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39398.35     | 0.01%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                            | Veralto Corp                                                                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80811.24     | 0.01%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $187406.54    | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1480000 | PA      | $1488332.02   | 0.20%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107925.25    | 0.01%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     80000 | PA      | $81580.56     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13496.04     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195102 | PA      | $193824.48    | 0.03%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     32000 | PA      | $32961.82     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33064 | PA      | $30376.20     | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67477.23     | 0.01%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15182.34     | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119577.88    | 0.02%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15518.51     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96650.63     | 0.01%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    269000 | PA      | $270020.07    | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84299.78     | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61182.18     | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154830.79    | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $17740.14     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $64282.05     | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                               | Nokia Oyj                                                                        | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     35000 | PA      | $35837.01     | 0.00%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                     | VM Consolidated Inc                                                              | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26796.94     | 0.00%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TWILIO INC                                              | Twilio Inc                                                                       | CUSIP: 90138FAD4<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32712.71     | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26676.11     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336216 | PA      | $275260.88    | 0.04%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                       | Kuntarahoitus Oyj                                                                | CUSIP: 62630CEJ6<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |    200000 | PA      | $202596.53    | 0.03%             | 2027-01-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77499.78     | 0.01%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19619.83     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    653000 | PA      | $656877.19    | 0.09%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10492.64     | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     75000 | PA      | $80164.88     | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     35000 | PA      | $34571.11     | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $52094.41     | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364406 | PA      | $360676.55    | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60548 | PA      | $62133.73     | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $128230.10    | 0.02%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103527.73    | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54357.13     | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     25000 | PA      | $25640.54     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46180.64     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $177125.85    | 0.02%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CAISSE DES DEPOTS ET CON                                | Caisse des Depots et Consignations                                               | CUSIP: 000000000<br>LEI: 969500Q2PFTTP0Y5QL44 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $200548.32    | 0.03%             | 2027-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $201998.31    | 0.03%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74555.49     | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35453.87     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84663.89     | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $170008.22    | 0.02%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48643.89     | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46548.82     | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                     | Harley-Davidson Inc                                                              | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     33000 | PA      | $26182.19     | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBB2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      5000 | PA      | $4332.71      | 0.00%             | 2031-01-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $38211.21     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27342.58     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                  | Korea Development Bank/The                                                       | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $178216.54    | 0.02%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                  | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70824.61     | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87736.25     | 0.01%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    980140 | PA      | $1008581.19   | 0.14%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2634406.26   | 0.35%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55940.51     | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28910.99     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                               | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49756.43     | 0.01%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     35000 | PA      | $34778.94     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $58407.58     | 0.01%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $100966.18    | 0.01%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                        | CUSIP: 227046AA7<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23810.24     | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $207605.33    | 0.03%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     59000 | PA      | $54767.45     | 0.01%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16068.32     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    100000 | PA      | $102119.72    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L2RS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    510130 | PA      | $408803.65    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     90000 | PA      | $93066.98     | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56057.11     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $36805.88     | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80245 | PA      | $73901.81     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     40000 | PA      | $40834.77     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105407 | PA      | $108362.58    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25001.20     | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54194.63     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154609.36    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20453.54     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                  | AXA SA                                                                           | CUSIP: 054536AC1<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $33280.23     | 0.00%             | 2036-12-14      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68273.21     | 0.01%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24493.94     | 0.00%             | 2029-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40070.55     | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $180490.11    | 0.02%             | 2046-06-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |     15000 | PA      | $13021.11     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47601.48     | 0.01%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33626.06     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84592.82     | 0.01%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52706.26     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                       | Eaton Capital ULC                                                                | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10098.16     | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97945.53     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     69000 | PA      | $60008.21     | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $588140.63    | 0.08%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203195.28    | 0.03%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24212.04     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5096.65      | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5103.38      | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1126000 | PA      | $1129870.63   | 0.15%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                    | Sabra Health Care LP                                                             | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     25000 | PA      | $24202.94     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    405000 | PA      | $415466.49    | 0.06%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                      | PPG Industries Inc                                                               | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132787.92    | 0.02%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    599000 | PA      | $582714.69    | 0.08%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15961.48     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                | Willis North America Inc                                                         | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44329.90     | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375000 | PA      | $341266.46    | 0.05%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOU                                     | Northern Star Resources Ltd                                                      | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |     45000 | PA      | $47035.67     | 0.01%             | 2033-04-11      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $997578.13    | 0.13%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                        | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15077.24     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51217.86     | 0.01%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                  | Trinity Industries Inc                                                           | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41435.58     | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     25000 | PA      | $25699.18     | 0.00%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                | Tyco Electronics Group SA                                                        | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     75000 | PA      | $73676.85     | 0.01%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     25000 | PA      | $25990.53     | 0.00%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $301500.00    | 0.04%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     40000 | PA      | $34604.65     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    219000 | PA      | $202128.38    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                            | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72018.28     | 0.01%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81134.22     | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57286.09     | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                               | Xylem Inc/NY                                                                     | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52512.58     | 0.01%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10246.90     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XA3P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58748 | PA      | $54043.07     | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $77119.71     | 0.01%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38772.63     | 0.01%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84283.69     | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1047000 | PA      | $1056856.52   | 0.14%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 592179KF1<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25531.44     | 0.00%             | 2028-01-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58344.14     | 0.01%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AV6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48200.41     | 0.01%             | 2027-01-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48648.38     | 0.01%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25763.53     | 0.00%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     95000 | PA      | $93065.05     | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176720.71    | 0.02%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74699.25     | 0.01%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52992.02     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                     | Avery Dennison Corp                                                              | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45804.77     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                    | Airport Authority                                                                | CUSIP: 00946AAC8<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $194064.77    | 0.03%             | 2027-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34786.77     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106450.38    | 0.01%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21541.32     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161729.90    | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122769.83    | 0.02%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                    | Chase Issuance Trust                                                             | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    860000 | PA      | $866821.35    | 0.12%             | 2029-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $155145.57    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $106212.17    | 0.01%             | 2033-01-17      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $66060.44     | 0.01%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147930.52    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165037 | PA      | $156418.06    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                   | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     40000 | PA      | $37941.16     | 0.01%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                           | Primerica Inc                                                                    | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40555.15     | 0.01%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     25000 | PA      | $23990.86     | 0.00%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     72000 | PA      | $71615.20     | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44865.04     | 0.01%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82858 | PA      | $76307.70     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1584851.57   | 0.21%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27658 | PA      | $25424.26     | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $39864.69     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                            | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46477.86     | 0.01%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187883.96    | 0.03%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159369.60    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    185000 | PA      | $179894.47    | 0.02%             | 2027-01-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                          | S&P Global Inc                                                                   | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31514.99     | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                    | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     90000 | PA      | $84703.61     | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63430 | PA      | $51400.23     | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194366.47    | 0.03%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2997000 | PA      | $3022053.06   | 0.40%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111300.64    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4887.86      | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY MUNI                                   | Assured Guaranty Municipal Holdings Inc                                          | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4636.43      | 0.00%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                            | JELD-WEN Inc                                                                     | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39351.66     | 0.01%             | 2027-12-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    114000 | PA      | $96382.30     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90511.09     | 0.01%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52795.95     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33643.55     | 0.00%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $208985.32    | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    115000 | PA      | $111984.05    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     88000 | PA      | $86058.56     | 0.01%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                               | Jabil Inc                                                                        | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    187000 | PA      | $185385.20    | 0.02%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14846.35     | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143600.68    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79412.06     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                             | Cummins Inc                                                                      | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51736.04     | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114010 | PA      | $91550.70     | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     27000 | PA      | $24680.46     | 0.00%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22244.89     | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54090.69     | 0.01%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                                         | RingCentral Inc                                                                  | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32044.67     | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3027500 | PA      | $2996278.91   | 0.40%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220728 | PA      | $222354.91    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                                       | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16634.16     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2036000 | PA      | $1264865.00   | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163870.01    | 0.02%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                            | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52815.02     | 0.01%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                    | Booking Holdings Inc                                                             | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84000.15     | 0.01%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43858.66     | 0.01%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35459.96     | 0.00%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98186.07     | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136814 | PA      | $112079.76    | 0.02%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                            | Autodesk Inc                                                                     | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     95000 | PA      | $83670.57     | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVW6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53431.22     | 0.01%             | 2026-10-13      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     49000 | PA      | $53549.37     | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1114000 | PA      | $891722.19    | 0.12%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78701.90     | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                    | Ferguson Finance PLC                                                             | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14953.67     | 0.00%             | 2027-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     40000 | PA      | $38952.51     | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                           | Ingredion Inc                                                                    | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65472.97     | 0.01%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113759.15    | 0.02%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                            | Comerica Inc                                                                     | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138153.01    | 0.02%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142692.39    | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    147000 | PA      | $140192.03    | 0.02%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101942.38    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20228.82     | 0.00%             | 2029-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50254.19     | 0.01%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    105000 | PA      | $108247.82    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                 | EnerSys                                                                          | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29538.28     | 0.00%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75786.44     | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     59000 | PA      | $52507.32     | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $1766523.44   | 0.24%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85903 | PA      | $69100.86     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724290 | PA      | $651191.88    | 0.09%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                           | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35565.64     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72130.55     | 0.01%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70835.15     | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56579.30     | 0.01%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2250000 | PA      | $2166699.06   | 0.29%             | 2055-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $607968.75    | 0.08%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1225644.92   | 0.16%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $293062.73    | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    155000 | PA      | $162219.89    | 0.02%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81861.49     | 0.01%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59723.09     | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                   | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123554.91    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98205.47     | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                                         | Cellnex Finance Co SA                                                            | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     55000 | PA      | $43128.55     | 0.01%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                               | SEAGATE DATA STORAGE TECH                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     51000 | PA      | $57789.31     | 0.01%             | 2032-12-01      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148639.34    | 0.02%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14893.10     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $53552.57     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58928.56     | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229268 | PA      | $184288.01    | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                 | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150902.39    | 0.02%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     60000 | PA      | $53518.79     | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     20000 | PA      | $20232.82     | 0.00%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152108.51    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                               | KEB Hana Bank                                                                    | CUSIP: 48723TAD3<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $209645.63    | 0.03%             | 2028-10-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                            | Cars.com Inc                                                                     | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30023.08     | 0.00%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20193.01     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25212 | PA      | $24823.16     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104190.49    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75115.91     | 0.01%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32467.34     | 0.00%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     74000 | PA      | $72782.27     | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68654.77     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                                       | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167705.78    | 0.02%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1454000 | PA      | $1301102.81   | 0.17%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $197469.25    | 0.03%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                | eBay Inc                                                                         | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65641.65     | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                         | Concentrix Corp                                                                  | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47309.39     | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518984.54    | 0.07%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    486729 | PA      | $469397.74    | 0.06%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60933.84     | 0.01%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $205379.43    | 0.03%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $51439.74     | 0.01%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5087.15      | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    165000 | PA      | $168876.73    | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71967.13     | 0.01%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20588.46     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     23276 | PA      | $22839.20     | 0.00%             | 2029-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                            | Fortinet Inc                                                                     | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     42000 | PA      | $37419.88     | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794431 | PA      | $693323.83    | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                       | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    104000 | PA      | $103474.57    | 0.01%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37154.14     | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12130.62     | 0.00%             | 2051-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |    120000 | PA      | $125737.14    | 0.02%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93095.71     | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30488.26     | 0.00%             | 2030-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161714.84    | 0.02%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60187 | PA      | $55330.70     | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    290000 | PA      | $172237.41    | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18706.55     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEZ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58346.61     | 0.01%             | 2029-03-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                          | Qatar Government International Bond                                              | CUSIP: 74727PAR2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $211716.61    | 0.03%             | 2042-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1016445.31   | 0.14%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SHINHAN CARD CO LTD                                     | Shinhan Card Co Ltd                                                              | CUSIP: 000000000<br>LEI: 988400VPS0FMK2WR8F98 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $194870.97    | 0.03%             | 2027-01-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21583.02     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                            | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50345.26     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25095.01     | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83354.83     | 0.01%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                             | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $202983.72    | 0.03%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156066 | PA      | $133106.17    | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9732.43      | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                          | Legg Mason Inc                                                                   | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33425.14     | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43205.57     | 0.01%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $57473.43     | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61062.69     | 0.01%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                | Turkiye Vakiflar Bankasi TAO                                                     | CUSIP: 000000000<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $200608.28    | 0.03%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153537.35    | 0.02%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                         | CSAIL 2019-C15 Commercial Mortgage Trust                                         | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197489.63    | 0.03%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99808.71     | 0.01%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65115 | PA      | $59865.02     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19828.20     | 0.00%             | 2028-09-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $22278.16     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1312000 | PA      | $1339470.00   | 0.18%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                         | Best Buy Co Inc                                                                  | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50358.63     | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $13154.47     | 0.00%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8780.71      | 0.00%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                         | TSMC Global Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $187732.86    | 0.03%             | 2027-09-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     60000 | PA      | $61307.74     | 0.01%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134089.94    | 0.02%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52223.47     | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49742.54     | 0.01%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32124.30     | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160957 | PA      | $129210.84    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68963.01     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57822.68     | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88064.28     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69495.74     | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $750543.75    | 0.10%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15403.91     | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $77336.74     | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48374.84     | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     62045 | PA      | $38062.87     | 0.01%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45877.18     | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15258.63     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24858.80     | 0.00%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55793.48     | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BB5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    260000 | PA      | $299961.27    | 0.04%             | 2034-01-20      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22215 | PA      | $21863.21     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    225000 | PA      | $231084.59    | 0.03%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| NESCO HOLDINGS II INC                                   | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68311.90     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109139.89    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394025.52    | 0.05%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87089.71     | 0.01%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58846.62     | 0.01%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53364.99     | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42522.66     | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA SOVEREIGN SUKUK                                | Malaysia Sovereign Sukuk Bhd                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    200000 | PA      | $176209.94    | 0.02%             | 2045-04-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1049344 | PA      | $993139.61    | 0.13%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $102472.20    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                            | Regions Bank/Birmingham AL                                                       | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5402.36      | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62339 | PA      | $57151.63     | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41301 | PA      | $38184.87     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $26320.90     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                        | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47163.73     | 0.01%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012494<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $178759.59    | 0.02%             | 2040-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97489.45     | 0.01%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142651.05    | 0.02%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     30000 | PA      | $24574.09     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     45000 | PA      | $34385.16     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57613.04     | 0.01%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5061.56      | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF LATVIA                                      | Latvia Government International Bond                                             | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |     85000 | PA      | $86669.41     | 0.01%             | 2034-07-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                 | American Express Credit Corp                                                     | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59353.98     | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $141145.20    | 0.02%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22153.04     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $281286.54    | 0.04%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $201303.12    | 0.03%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55737.90     | 0.01%             | 2028-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71395.89     | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30349.54     | 0.00%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409460 | PA      | $419648.80    | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24882.37     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                | Affiliated Managers Group Inc                                                    | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15230.54     | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $128474.10    | 0.02%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                            | Autodesk Inc                                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61361.92     | 0.01%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2143000 | PA      | $2020447.19   | 0.27%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    403731 | PA      | $401086.97    | 0.05%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122940 | PA      | $126585.31    | 0.02%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1061000 | PA      | $1057145.59   | 0.14%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    826000 | PA      | $688806.56    | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51888 | PA      | $47580.79     | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71633.67     | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19384.38     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    272431 | PA      | $249544.94    | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $156998.70    | 0.02%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                  | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45491.10     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92568.31     | 0.01%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    289871 | PA      | $293357.94    | 0.04%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                               | Xylem Inc/NY                                                                     | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84028.21     | 0.01%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $73467.85     | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311102.19    | 0.04%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21794.81     | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| GREAT-WEST LIFECO FIN 18                                | Great-West Lifeco Finance 2018 LP                                                | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29493.22     | 0.00%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    100000 | PA      | $101967.27    | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46064.28     | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $80309.73     | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47686.45     | 0.01%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80010.71     | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                                      | Camelot Finance SA                                                               | CUSIP: 13323AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     13000 | PA      | $12844.55     | 0.00%             | 2026-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     57000 | PA      | $36701.35     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80544 | PA      | $67093.62     | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    224000 | PA      | $210173.20    | 0.03%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106173.69    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142278.75    | 0.02%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5166.95      | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                         | PSP Capital Inc                                                                  | CUSIP: 69376P2B0<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |     35000 | PA      | $32817.29     | 0.00%             | 2028-10-26      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76926.61     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     55000 | PA      | $55674.66     | 0.01%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116585.00    | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85058 | PA      | $68190.72     | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73614.41     | 0.01%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34919 | PA      | $34380.59     | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                              | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64360.90     | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES                                    | Winnebago Industries Inc                                                         | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11943.54     | 0.00%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197044.11    | 0.03%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19998.68     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76244.61     | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                            | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    127000 | PA      | $125856.45    | 0.02%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |     70000 | PA      | $71918.93     | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $43291.77     | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51466.59     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    970638 | PA      | $794700.75    | 0.11%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAH9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200141.12    | 0.03%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153184 | PA      | $149548.42    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56634.91     | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                             | Truist Bank                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27324.16     | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                  | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9832.83      | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36172.34     | 0.00%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61056.18     | 0.01%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257768 | PA      | $237125.27    | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     15000 | PA      | $15013.28     | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust II                                    | Pine Street Trust II                                                             | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91730.41     | 0.01%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $48214.80     | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                                            | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25684.66     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655402 | PA      | $669594.46    | 0.09%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $779750.00    | 0.10%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     72000 | PA      | $67691.84     | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75765.61     | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5123.35      | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166684.69    | 0.02%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $41058.33     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82166.47     | 0.01%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30848.28     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1410992.18   | 0.19%             | 2026-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189624.98    | 0.03%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     80000 | PA      | $63406.10     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE HOLDINGS II FIN                                 | Carlyle Holdings II Finance LLC                                                  | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43764.73     | 0.01%             | 2043-03-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33001.29     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     30000 | PA      | $27469.34     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27124.80     | 0.00%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     55000 | PA      | $53785.18     | 0.01%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                                       | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9983.99      | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $83103.00     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108303.38    | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                         | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194302.73    | 0.03%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4427.72      | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146723.44    | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                             | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45659.19     | 0.01%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312460 | PA      | $293770.36    | 0.04%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | Electronic Arts Inc                                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61463.71     | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2626159 | PA      | $2150575.54   | 0.29%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86933.17     | 0.01%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $47210.19     | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51702.81     | 0.01%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88298.20     | 0.01%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46295.22     | 0.01%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $132522.25    | 0.02%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64250.53     | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59988.78     | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     55000 | PA      | $55571.94     | 0.01%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $235943.81    | 0.03%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAU0<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201057.08    | 0.03%             | 2027-06-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $84753.95     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24230.67     | 0.00%             | 2031-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135316 | PA      | $112861.91    | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28133.73     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47431.53     | 0.01%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $38372.81     | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $130698.20    | 0.02%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70066.17     | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $200384.24    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                     | TreeHouse Foods Inc                                                              | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34330.15     | 0.00%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25358.47     | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42367.50     | 0.01%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $741621.10    | 0.10%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                     | Electronic Arts Inc                                                              | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34255.05     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | 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              | XX        |      5000 | PA      | $4477.60      | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160896.49    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56529.81     | 0.01%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132710.49    | 0.02%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287662 | PA      | $278036.75    | 0.04%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420497 | PA      | $436791.84    | 0.06%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113174.22    | 0.02%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                        | MDC Holdings Inc                                                                 | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38442.04     | 0.01%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                      | Regency Centers LP                                                               | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |      5000 | PA      | $5023.07      | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144942.65    | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98928.85     | 0.01%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54107 | PA      | $56118.76     | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2650000 | PA      | $2289972.67   | 0.31%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     27000 | PA      | $23032.84     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117056 | PA      | $116633.72    | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67189.31     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                          | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61363.07     | 0.01%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| NEWMARK GROUP INC                                       | Newmark Group Inc                                                                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37476.04     | 0.01%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88385.41     | 0.01%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $886618.36    | 0.12%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33722.90     | 0.00%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31868.30     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                       | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10031.46     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                          | Globe Life Inc                                                                   | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14951.19     | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67038 | PA      | $61649.55     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1964000 | PA      | $1963386.25   | 0.26%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    100000 | PA      | $94047.87     | 0.01%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80606.74     | 0.01%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35592.12     | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94206.13     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15451.96     | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     55000 | PA      | $54857.08     | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51110.93     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81017.46     | 0.01%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53893.18     | 0.01%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10253.20     | 0.00%             | 2030-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $804875.00    | 0.11%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71719.82     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUN HUNG KAI PROP (CAP)                                 | Sun Hung Kai Properties Capital Market Ltd                                       | CUSIP: 000000000<br>LEI: 222100WJDEUAP4JLW867 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187026.97    | 0.03%             | 2030-05-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622A2RT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3183 | PA      | $2859.77      | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54860.10     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15321.34     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426907 | PA      | $356390.13    | 0.05%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                       | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33708.63     | 0.00%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| BANK OZK                                                | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4560.83      | 0.00%             | 2031-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89415.73     | 0.01%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                 | Prudential Funding Asia PLC                                                      | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $61243.06     | 0.01%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LBB0<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67310.41     | 0.01%             | 2029-06-11      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRU68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116111 | PA      | $118276.86    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     82000 | PA      | $80586.70     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55578.38     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88520.89     | 0.01%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $581835.94    | 0.08%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    219000 | PA      | $205975.57    | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $48602.54     | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                               | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75093.33     | 0.01%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $158069.95    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138956.80    | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55065.23     | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102375.59    | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                     | ABB Finance USA Inc                                                              | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60205.75     | 0.01%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1150000 | PA      | $1158441.53   | 0.16%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     15000 | PA      | $14971.81     | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32647.08     | 0.00%             | 2032-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                            | MTR Corp Ltd                                                                     | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $180083.87    | 0.02%             | 2030-08-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201354.50    | 0.03%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51523.29     | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153208.85    | 0.02%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     95000 | PA      | $90066.16     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     17000 | PA      | $17145.16     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81681.40     | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $63935.84     | 0.01%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82323.97     | 0.01%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51158.21     | 0.01%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                  | International Paper Co                                                           | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36229.93     | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1850000 | PA      | $1469281.10   | 0.20%             | 2055-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50766.09     | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    140000 | PA      | $136072.26    | 0.02%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2922847 | PA      | $2489553.11   | 0.33%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                  | Allegion US Holding Co Inc                                                       | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46696.49     | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                   | Republic Services Inc                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38004.75     | 0.01%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                                            | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5300.75      | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1066398.44   | 0.14%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $990691.41    | 0.13%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113636.39    | 0.02%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $196763.18    | 0.03%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102596 | PA      | $87401.28     | 0.01%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                             | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48686.22     | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22169.42     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27935.83     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23720.57     | 0.00%             | 2029-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1845718 | PA      | $1489289.70   | 0.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107841.17    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     72000 | PA      | $67012.65     | 0.01%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $66580.83     | 0.01%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $54238.57     | 0.01%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     72000 | PA      | $68284.46     | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113685.38    | 0.02%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $97775.36     | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40157.15     | 0.01%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39424 | PA      | $39165.51     | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                 | Illinois Tool Works Inc                                                          | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     82000 | PA      | $77165.98     | 0.01%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82862 | PA      | $86120.65     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1864523.45   | 0.25%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $202216.41    | 0.03%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                                                      | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     57000 | PA      | $45657.13     | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41344.95     | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130019 | PA      | $128624.53    | 0.02%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     42000 | PA      | $27243.67     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28559.52     | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80064 | PA      | $73739.33     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     75000 | PA      | $70084.53     | 0.01%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108536.64    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds               | Kazakhstan Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $196343.24    | 0.03%             | 2035-04-09      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26385.63     | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13206.51     | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31321.72     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER FLORIDA LLC                                    | Frontier Florida LLC                                                             | CUSIP: 362333AH9<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51863.02     | 0.01%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52855.02     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5115.01      | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46833.18     | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181374 | PA      | $180700.42    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53289.16     | 0.01%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     35000 | PA      | $27752.88     | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                      | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9701.62      | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    125000 | PA      | $123137.35    | 0.02%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $909070.32    | 0.12%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31580.78     | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $117234.74    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60566.23     | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| GERDAU TRADE INC                                        | Gerdau Trade Inc                                                                 | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    100000 | PA      | $101761.22    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394075 | PA      | $331047.83    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1029273.44   | 0.14%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $199819.47    | 0.03%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113102.82    | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40966.21     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60023.37     | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107645.91    | 0.01%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50293.14     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95796.42     | 0.01%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40244.31     | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $981562.50    | 0.13%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                   | Keysight Technologies Inc                                                        | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70316.74     | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc                                        | Under Armour Inc                                                                 | CUSIP: 904311AA5<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39417.18     | 0.01%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14727.26     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     40000 | PA      | $37817.45     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37254.06     | 0.00%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29399.72     | 0.00%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24818 | PA      | $24434.04     | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     64215 | PA      | $58984.46     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45293.78     | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     85000 | PA      | $51763.27     | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBV0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $203652.12    | 0.03%             | 2034-09-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105084.38    | 0.01%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73764.54     | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $167921.02    | 0.02%             | 2047-10-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $41263.31     | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LEG0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56685.26     | 0.01%             | 2030-08-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACGR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177598 | PA      | $147705.17    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125646.55    | 0.02%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     30000 | PA      | $31982.42     | 0.00%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25023.45     | 0.00%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79487.97     | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BG8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30976.67     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $196526.51    | 0.03%             | 2027-10-11      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101983.96    | 0.01%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94842.34     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $26836.66     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82092.12     | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $36823.67     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672564 | PA      | $564687.33    | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153750.11    | 0.02%             | 2028-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206541.16    | 0.03%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                             | Polaris Inc                                                                      | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37067.33     | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56148.58     | 0.01%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                   | Arrow Electronics Inc                                                            | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72632.76     | 0.01%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50757.36     | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733812 | PA      | $1385547.49   | 0.19%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2617000 | PA      | $2649916.97   | 0.35%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104589.33    | 0.01%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $510890.63    | 0.07%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36570.60     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67299.85     | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA             | Empresa de Transporte de Pasajeros Metro SA                                      | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $167656.06    | 0.02%             | 2050-05-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    215000 | PA      | $213553.75    | 0.03%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    109000 | PA      | $104045.15    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101364.08    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                     | Inversiones CMPC SA                                                              | CUSIP: 000000000<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $207442.46    | 0.03%             | 2033-06-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                 | Zebra Technologies Corp                                                          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35939.33     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199564.37    | 0.03%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133A9NL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    672857 | PA      | $544410.55    | 0.07%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60900.22     | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43305.75     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $22677.65     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20291.25     | 0.00%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     70000 | PA      | $61188.71     | 0.01%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $186869.05    | 0.03%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48950.98     | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123592.24    | 0.02%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                  | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37923.67     | 0.01%             | 2029-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRI POINTE HOMES INC                                    | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25414.36     | 0.00%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                    | Western Digital Corp                                                             | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44584.56     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     65000 | PA      | $65461.00     | 0.01%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658230 | PA      | $636328.61    | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE TREASURY (US)                                  | Swiss Re Treasury US Corp                                                        | CUSIP: 87089HAB9<br>LEI: 549300G1I1ZMYS87KM16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21064.29     | 0.00%             | 2042-12-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                   | Republic Services Inc                                                            | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21796.71     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202496.67    | 0.03%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41517.79     | 0.01%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    165000 | PA      | $171096.54    | 0.02%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $102525.62    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    270000 | PA      | $263478.68    | 0.04%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139690 | PA      | $131420.22    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135874 | PA      | $135422.35    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $100820.15    | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $103429.63    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25184.32     | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $37233.48     | 0.00%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                     | LSEGA Financing PLC                                                              | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $26600.29     | 0.00%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117436.82    | 0.02%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29687.79     | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2552789.06   | 0.34%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    356000 | PA      | $309008.68    | 0.04%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1532929.70   | 0.21%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5578.54      | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $19936.18     | 0.00%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $624984.38    | 0.08%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1084273.44   | 0.15%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71777 | PA      | $73548.87     | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    830809 | PA      | $725168.08    | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151561.40    | 0.02%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                               | Hong Kong Government International Bond                                          | CUSIP: 43858AAM2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $196229.84    | 0.03%             | 2033-06-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $980254.18    | 0.13%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42145.60     | 0.01%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1501000 | PA      | $1430171.56   | 0.19%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41942.77     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67937.67     | 0.01%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58353.68     | 0.01%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65829.21     | 0.01%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10158.67     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                        | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77959.57     | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $34836.32     | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50206.49     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     48000 | PA      | $30798.15     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $308515.63    | 0.04%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74958.84     | 0.01%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $184484.30    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41314.95     | 0.01%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39522.13     | 0.01%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21207.80     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49128.20     | 0.01%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51962.71     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302444 | PA      | $283605.50    | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                        | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30730.46     | 0.00%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63901.03     | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4809.25      | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85582.19     | 0.01%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40506.37     | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180764 | PA      | $165723.52    | 0.02%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18260.24     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1195000 | PA      | $955439.84    | 0.13%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10375.10     | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117101.49    | 0.02%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                  | Bimbo Bakeries USA Inc                                                           | CUSIP: 000000000<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216429.33    | 0.03%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85357.83     | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1123023.44   | 0.15%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                   | RPM International Inc                                                            | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15089.81     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    140000 | PA      | $139121.52    | 0.02%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                     | LSEGA Financing PLC                                                              | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $45082.49     | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $206324.46    | 0.03%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47370.47     | 0.01%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CMB INTERNATIONAL LEASIN                                | CMB International Leasing Management Ltd                                         | CUSIP: 000000000<br>LEI: 5493003RO1EBM4E5IG13 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $200258.85    | 0.03%             | 2027-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     20000 | PA      | $17743.87     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49694.28     | 0.01%             | 2028-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2827000 | PA      | $2834509.22   | 0.38%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42547 | PA      | $44247.42     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57243.79     | 0.01%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    135000 | PA      | $100609.10    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5180.49      | 0.00%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220429.16    | 0.03%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $150136.43    | 0.02%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14965.62     | 0.00%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36260.52     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29910.87     | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148891.40    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                  | Regions Financial Corp                                                           | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70151.93     | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                           | Cable One Inc                                                                    | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41325.54     | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128231.75    | 0.02%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31742.72     | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                   | Bank of Ireland Group PLC                                                        | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $48737.31     | 0.01%             | 2027-09-30      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     60000 | PA      | $60579.57     | 0.01%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $109027.76    | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10320.46     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52625 | PA      | $54728.26     | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20465.78     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395760 | PA      | $299368.99    | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $36030.09     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38058.65     | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $122554.49    | 0.02%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40780.32     | 0.01%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                   | Republic Services Inc                                                            | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25752.04     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1668134 | PA      | $1456023.57   | 0.20%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     35000 | PA      | $37147.13     | 0.00%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144382.33    | 0.02%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86769.08     | 0.01%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $304957.75    | 0.04%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    154000 | PA      | $140103.92    | 0.02%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                  | Nordic Investment Bank                                                           | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     40000 | PA      | $39764.07     | 0.01%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     32000 | PA      | $35163.45     | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                         | Yamana Gold Inc                                                                  | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $48840.53     | 0.01%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51073 | PA      | $48052.56     | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35898 | PA      | $29192.44     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100317.77    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAV8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200536.73    | 0.03%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115584.80    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND                                  | Zurich Finance Ireland Designated Activity Co                                    | CUSIP: 000000000<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $179504.87    | 0.02%             | 2051-04-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22279.63     | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| KOMMUNINVEST I SVERIGE                                  | Kommuninvest I Sverige AB                                                        | CUSIP: 50046PCM5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | NUSS              | SE        |     20000 | PA      | $19904.39     | 0.00%             | 2027-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $100777.03    | 0.01%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52736.00     | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                          | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50515.25     | 0.01%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FOOT LOCKER INC                                         | Foot Locker Inc                                                                  | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28635.54     | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81796.36     | 0.01%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4499.45      | 0.00%             | 2033-01-21      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61780.40     | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $62379.96     | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                   | Panama Government International Bonds                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $183830.68    | 0.02%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                       | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45715.25     | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                          | PulteGroup Inc                                                                   | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45335.71     | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203973 | PA      | $207837.98    | 0.03%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59483.57     | 0.01%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94643.20     | 0.01%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     94000 | PA      | $88180.37     | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| LOUISIANA-PACIFIC CORP                                  | Louisiana-Pacific Corp                                                           | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24092.01     | 0.00%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57881.48     | 0.01%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222992 | PA      | $193994.74    | 0.03%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57655.54     | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                             | Hologic Inc                                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62101.46     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84925.41     | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50518.41     | 0.01%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80764.25     | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332831 | PA      | $339377.84    | 0.05%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615965 | PA      | $577431.07    | 0.08%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24994 | PA      | $23111.83     | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31914.07     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     65000 | PA      | $57213.93     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10138.00     | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                 | CGI Inc                                                                          | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68062.97     | 0.01%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                             | Hologic Inc                                                                      | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29702.48     | 0.00%             | 2028-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95864 | PA      | $98071.28     | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22441 | PA      | $18865.57     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36384.87     | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| MUELLER WATER PRODUCTS                                  | Mueller Water Products Inc                                                       | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25012.48     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $155658.69    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209223.66    | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                 | Empower Finance 2020 LP                                                          | CUSIP: 29248HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $42425.22     | 0.01%             | 2027-09-17      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     51000 | PA      | $37394.70     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     60000 | PA      | $56655.84     | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150381.00    | 0.02%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                                            | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12050.49     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108605.09    | 0.01%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5142.29      | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20363.49     | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| XPO CNW Inc                                             | XPO CNW Inc                                                                      | CUSIP: 12612WAB0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20930.05     | 0.00%             | 2034-05-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1521161 | PA      | $1295565.32   | 0.17%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38250.62     | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198308.74    | 0.03%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39049.60     | 0.01%             | 2030-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| RENAISSANCERE HOLDINGS L                                | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $88270.22     | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46554.47     | 0.01%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59041.60     | 0.01%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237392 | PA      | $179524.53    | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    265000 | PA      | $257117.14    | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                              | Eaton Corp                                                                       | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19794.07     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149068 | PA      | $141282.82    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     60000 | PA      | $56974.39     | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95753 | PA      | $95270.56     | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                              | Chubb Corp/The                                                                   | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $39512.37     | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56578.82     | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47942.30     | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    525000 | PA      | $332325.93    | 0.04%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    430000 | PA      | $247157.63    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186998.89    | 0.03%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50253.92     | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    523412 | PA      | $527694.42    | 0.07%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20174.27     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                                  | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                   | CUSIP: 48250NAC9<br>LEI: 549300G2LG4YUB3MM115 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49963.60     | 0.01%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YHU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20436 | PA      | $21054.52     | 0.00%             | 2053-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114243.80    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258569 | PA      | $257853.34    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34186.64     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC                                       | CDP Financial Inc                                                                | CUSIP: 125094BE1<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |    255000 | PA      | $258601.63    | 0.03%             | 2028-07-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57467.06     | 0.01%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35433.91     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63738.57     | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                  | HAT Holdings I LLC / HAT Holdings II LLC                                         | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32024.16     | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                            | Assurant Inc                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21779.43     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $41320.78     | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145797.40    | 0.02%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209457 | PA      | $208876.82    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52454.32     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91973.17     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                      | Panama Government International Bond                                             | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $112999.84    | 0.02%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     90000 | PA      | $93506.63     | 0.01%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9144.21      | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DV5Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213336 | PA      | $201055.88    | 0.03%             | 2050-05-01      | Fixed         | 4.00%                 | 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        |    150000 | PA      | $151014.05    | 0.02%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                  | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102837.61    | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                              | DOC DR LLC                                                                       | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     25000 | PA      | $25006.08     | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100546.56    | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39383 | PA      | $35316.81     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                           | Owens Corning                                                                    | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20421.22     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31081.26     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1556000 | PA      | $1592590.32   | 0.21%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                              | Biogen Inc                                                                       | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71712.61     | 0.01%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53400.55     | 0.01%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86823 | PA      | $88426.16     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1006000 | PA      | $964345.31    | 0.13%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210911.34    | 0.03%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74582.96     | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52111.26     | 0.01%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AA1<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13583.33     | 0.00%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics Inc                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64967.37     | 0.01%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                              | Cabot Corp                                                                       | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14833.88     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416702 | PA      | $423945.23    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51904.46     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABB Finance USA Inc                                     | ABB Finance USA Inc                                                              | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13252.90     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34704.73     | 0.00%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                   | Brazil Government International Bonds                                            | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $274414.89    | 0.04%             | 2041-01-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110505.99    | 0.01%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    105000 | PA      | $103243.61    | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $219550.98    | 0.03%             | 2030-09-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    467000 | PA      | $472983.44    | 0.06%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35424.16     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $175554.94    | 0.02%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     47000 | PA      | $46746.51     | 0.01%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                 | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72336.12     | 0.01%             | 2029-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     90000 | PA      | $86266.87     | 0.01%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     70000 | PA      | $74001.53     | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220836.53    | 0.03%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                   | Toledo Edison Co/The                                                             | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16249.96     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95894.42     | 0.01%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $204620.92    | 0.03%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BD5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148628.93    | 0.02%             | 2032-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    465565 | PA      | $428574.31    | 0.06%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    190000 | PA      | $192770.00    | 0.03%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                         | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $200585.03    | 0.03%             | 2030-03-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45332 | PA      | $42797.46     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    455766 | PA      | $459354.28    | 0.06%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24654.06     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                    | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38804 | PA      | $36382.14     | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1421134 | PA      | $1297987.88   | 0.17%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74000.23     | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                  | DBS Group Holdings Ltd                                                           | CUSIP: 24023KAF5<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |     30000 | PA      | $28761.99     | 0.00%             | 2027-03-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     92000 | PA      | $80202.62     | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131XYDC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66098 | PA      | $60804.59     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81898 | PA      | $76796.67     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186008 | PA      | $196045.60    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $49592.27     | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                | Province of Saskatchewan Canada                                                  | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4947.50      | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBK2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      5000 | PA      | $5051.78      | 0.00%             | 2026-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42816.14     | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                       | Kommunalbanken AS                                                                | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |    200000 | PA      | $176748.16    | 0.02%             | 2030-06-14      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $55538.66     | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61643.03     | 0.01%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                 | CGI Inc                                                                          | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $43934.49     | 0.01%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                               | IQVIA Inc                                                                        | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41494.36     | 0.01%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     55000 | PA      | $39516.02     | 0.01%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1620000 | PA      | $1641642.20   | 0.22%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                             | TJX Cos Inc/The                                                                  | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117945.60    | 0.02%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    275000 | PA      | $254651.62    | 0.03%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    176000 | PA      | $167207.62    | 0.02%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                   | Keysight Technologies Inc                                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     67000 | PA      | $63578.29     | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                 | KB Home                                                                          | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25762.03     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $74946.68     | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                             | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48641.82     | 0.01%             | 2029-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1349607.43   | 0.18%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    142000 | PA      | $82972.83     | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     95000 | PA      | $95777.61     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    771000 | PA      | $812260.55    | 0.11%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2F2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |      5000 | PA      | $4847.33      | 0.00%             | 2026-10-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32900 | PA      | $27668.64     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60286.59     | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $575531.25    | 0.08%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    100000 | PA      | $101435.08    | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                   | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $65322.03     | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102916.84    | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39785.59     | 0.01%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $118857.01    | 0.02%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC                                        | Pitney Bowes Inc                                                                 | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25293.96     | 0.00%             | 2029-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5398.27      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     66000 | PA      | $64048.71     | 0.01%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25107.55     | 0.00%             | 2027-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC FIN AMER                                  | Mitsubishi HC Finance America LLC                                                | CUSIP: 606790AA1<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5192.65      | 0.00%             | 2033-02-28      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                   | Neogen Food Safety Corp                                                          | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26076.63     | 0.00%             | 2030-07-20      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153222 | PA      | $155027.52    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52051.97     | 0.01%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19084.33     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    105000 | PA      | $109200.83    | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75291.76     | 0.01%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                | Automatic Data Processing Inc                                                    | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     92000 | PA      | $87039.95     | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DRESDNER FNDG TRUST I                                   | Dresdner Funding Trust I                                                         | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77350.77     | 0.01%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AT1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261864.20    | 0.04%             | 2030-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                       | ITC Holdings Corp                                                                | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27964.65     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                | JH North America Holdings Inc                                                    | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101070.44    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                               | AGCO Corp                                                                        | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72025.06     | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118040.04    | 0.02%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $57114.39     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40605.60     | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                        | AHP Health Partners Inc                                                          | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19834.99     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                     | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46279.20     | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                             | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33481.23     | 0.00%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    443983 | PA      | $416548.73    | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $87962.24     | 0.01%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107691.12    | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77208.74     | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20472.24     | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1584821 | PA      | $1269246.07   | 0.17%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5040.21      | 0.00%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $84625.41     | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23152 | PA      | $23351.87     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118422.27    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33662.64     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                   | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $10150.68     | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70753.18     | 0.01%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196522.09    | 0.03%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bonds                   | Kuwait International Government Bonds                                            | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $197250.78    | 0.03%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107786.07    | 0.01%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                              | Eaton Corp                                                                       | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58192.91     | 0.01%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp                                    | Protective Life Corp                                                             | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79904.46     | 0.01%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5111.31      | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61989.44     | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4962.24      | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69969.23     | 0.01%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6TY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503748 | PA      | $459592.10    | 0.06%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    486000 | PA      | $430869.38    | 0.06%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                       | Korea International Bond                                                         | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $204646.56    | 0.03%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $39464.62     | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25360.02     | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     30000 | PA      | $29240.68     | 0.00%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    376000 | PA      | $283155.86    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14564.19     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     82000 | PA      | $67619.59     | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $29610.59     | 0.00%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137262.72    | 0.02%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69514 | PA      | $60248.07     | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127132 | PA      | $124213.23    | 0.02%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347609 | PA      | $350501.51    | 0.05%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                                | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26609.61     | 0.00%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16454.34     | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                | Equitable America Global Funding                                                 | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101962.38    | 0.01%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35518.05     | 0.00%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $37078.90     | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     75000 | PA      | $75336.78     | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                   | Interpublic Group of Cos Inc/The                                                 | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49190.60     | 0.01%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $197307.09    | 0.03%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                | Compass Group Diversified Holdings LLC                                           | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64586.66     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    761980 | PA      | $675239.95    | 0.09%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25613.57     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34811.23     | 0.00%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                 | Pediatrix Medical Group Inc                                                      | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24732.32     | 0.00%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211477 | PA      | $214592.23    | 0.03%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29256.76     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                                | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     35000 | PA      | $33592.99     | 0.00%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200596.91    | 0.03%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                 | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21754.89     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66995.13     | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1304000 | PA      | $1323763.75   | 0.18%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                          | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41684.61     | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $62006.44     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102308.07    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    145000 | PA      | $143053.97    | 0.02%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64861.33     | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83235 | PA      | $84673.41     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     65000 | PA      | $34685.49     | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      5000 | PA      | $4878.17      | 0.00%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495657 | PA      | $439386.60    | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2969000 | PA      | $2911011.72   | 0.39%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     60000 | PA      | $56130.62     | 0.01%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40890.67     | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1372328.13   | 0.18%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33870.36     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53808.10     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32277.01     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X5JV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1020787 | PA      | $903704.20    | 0.12%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $48687.25     | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    599000 | PA      | $607283.05    | 0.08%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31200.77     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0R80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328699 | PA      | $341629.68    | 0.05%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70074 | PA      | $56710.82     | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $316328.13    | 0.04%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58493.10     | 0.01%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc                                                                | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36233.94     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36069.42     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |     10000 | PA      | $8747.05      | 0.00%             | 2031-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $225032.29    | 0.03%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                       | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14387.56     | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                           | Ingredion Inc                                                                    | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18027.28     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116316 | PA      | $96995.01     | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72030.78     | 0.01%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                 | John Deere Capital Corp                                                          | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83197.38     | 0.01%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99774.56     | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $65191.69     | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33616 | PA      | $31132.19     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243927 | PA      | $234610.83    | 0.03%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    195000 | PA      | $197999.70    | 0.03%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     57000 | PA      | $50436.76     | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57918.28     | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34685.12     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182209 | PA      | $153765.56    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146658.30    | 0.02%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69531.82     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                                                       | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44125.80     | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1512860 | PA      | $1323540.30   | 0.18%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $112705.29    | 0.02%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40291.81     | 0.01%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCT BANK/HK                                 | China Construction Bank Corp/Hong Kong                                           | CUSIP: 000000000<br>LEI: 5493001KQW6DM7KEDR62 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $202146.03    | 0.03%             | 2026-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88625.90     | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112371 | PA      | $90548.63     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     10000 | PA      | $10284.56     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                      | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100748.24    | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                        | MDC Holdings Inc                                                                 | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39878.26     | 0.01%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     65000 | PA      | $63941.37     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     78000 | PA      | $74219.23     | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR                                | Ontario Teachers' Cadillac Fairview Properties Trust                             | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119230.07    | 0.02%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51128.31     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                  | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50883.47     | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                              | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $118813.68    | 0.02%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145608.54    | 0.02%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1450000 | PA      | $1429981.30   | 0.19%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51339.60     | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68346.98     | 0.01%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                   | RPM International Inc                                                            | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9282.36      | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                            | Linde Inc/CT                                                                     | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23796.74     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                        | Radian Group Inc                                                                 | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87185.09     | 0.01%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                  | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $49937.31     | 0.01%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3859.00      | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     60000 | PA      | $56901.13     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                             | Snap-on Inc                                                                      | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20225.13     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $184779.58    | 0.02%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106671.13    | 0.01%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    573934 | PA      | $590187.03    | 0.08%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61819.70     | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     95000 | PA      | $96690.58     | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                          | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87718.67     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $46972.10     | 0.01%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102813.91    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                  | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 83051GAT5<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     60000 | PA      | $58251.53     | 0.01%             | 2026-09-09      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $188945.98    | 0.03%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270030 | PA      | $273164.88    | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26683.93     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    638000 | PA      | $636554.53    | 0.09%             | 2028-01-31      | Fixed         | 3.50%                 | 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        |    200000 | PA      | $192372.53    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $20346.74     | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2130000 | PA      | $2005694.54   | 0.27%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97347.16     | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64589.93     | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62491.02     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205519.15    | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                              | Eaton Corp                                                                       | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108230.33    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $371171.88    | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $259734.38    | 0.03%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                  | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69522.43     | 0.01%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     15000 | PA      | $15239.68     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60533 | PA      | $50914.66     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $48988.47     | 0.01%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     51000 | PA      | $50972.22     | 0.01%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162900 | PA      | $136670.84    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                     | Dollar General Corp                                                              | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74577.87     | 0.01%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     37000 | PA      | $21722.64     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $30645.84     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp                                                             | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5490.74      | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    230000 | PA      | $242878.29    | 0.03%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13303.93     | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $198203.13    | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33452.41     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                        | BlueLinx Holdings Inc                                                            | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19638.59     | 0.00%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    110000 | PA      | $110553.07    | 0.01%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $56586.64     | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35542.29     | 0.00%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315106 | PA      | $253641.77    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                           | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29271.15     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4274.48      | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154803 | PA      | $161167.56    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    135000 | PA      | $122914.40    | 0.02%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26401 | PA      | $25489.61     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $973281.25    | 0.13%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JELD-WEN INC                                            | JELD-WEN Inc                                                                     | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21599.70     | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAB1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    155000 | PA      | $153485.95    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     60000 | PA      | $64448.33     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114561.37    | 0.02%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                     | Fifth Third Bancorp                                                              | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314049.25    | 0.04%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     40000 | PA      | $41364.37     | 0.01%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61151 | PA      | $63845.63     | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90516.82     | 0.01%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                      | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39358.46     | 0.01%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2751000 | PA      | $2666750.63   | 0.36%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324805 | PA      | $298548.65    | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50766.11     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56771.19     | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     60000 | PA      | $48709.63     | 0.01%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON CORP                                      | First Horizon Corp                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82336.46     | 0.01%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                  | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44221.75     | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     90000 | PA      | $90702.91     | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KASIKORNBANK PCL HK                                     | Kasikornbank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $204929.18    | 0.03%             | 2028-03-07      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     83000 | PA      | $91787.61     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79823.00     | 0.01%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     30000 | PA      | $27596.65     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10227.42     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34210.31     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38205.77     | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                     | Resideo Funding Inc                                                              | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19165.10     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                    | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     55000 | PA      | $49650.99     | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                   | Jackson Financial Inc                                                            | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85786.19     | 0.01%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437682 | PA      | $373393.47    | 0.05%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45454.39     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153684 | PA      | $159580.63    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                 | John Deere Capital Corp                                                          | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95230.79     | 0.01%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93362.08     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $94358.10     | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     62000 | PA      | $53638.93     | 0.01%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44706.32     | 0.01%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                  | Constellation Software Inc/Canada                                                | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40836.67     | 0.01%             | 2034-02-16      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28961 | PA      | $27336.63     | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25780.93     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39427.25     | 0.01%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     77000 | PA      | $71153.35     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     76000 | PA      | $45111.40     | 0.01%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                             | NBK SPC Ltd                                                                      | CUSIP: 000000000<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $193730.03    | 0.03%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LBG3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33569.80     | 0.00%             | 2029-09-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48405 | PA      | $47659.22     | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83311.13     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp                                                              | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     99000 | PA      | $97679.83     | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     60000 | PA      | $51830.60     | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2124000 | PA      | $1198732.50   | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205452 | PA      | $171643.01    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33837 | PA      | $27472.65     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14205.19     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124204.61    | 0.02%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     40000 | PA      | $39104.86     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                  | International Paper Co                                                           | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34765.79     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teleflex Inc                                            | Teleflex Inc                                                                     | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39592.85     | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                       | Tractor Supply Co                                                                | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61529.47     | 0.01%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                                      | CommScope Technologies LLC                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49503.17     | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55353.73     | 0.01%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72140 | PA      | $58281.08     | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34632.28     | 0.00%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49345.84     | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1082759.48   | 0.15%             | 2055-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    598276 | PA      | $567031.34    | 0.08%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     55000 | PA      | $55341.17     | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101563.25    | 0.01%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                      | Conagra Brands Inc                                                               | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    103000 | PA      | $97173.06     | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51360.10     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                                | Vinci SA                                                                         | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9825.73      | 0.00%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33729.34     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65068.37     | 0.01%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $197468.01    | 0.03%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                               | Xylem Inc/NY                                                                     | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18135.81     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73116.20     | 0.01%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $110943.85    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1009609.38   | 0.14%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     25000 | PA      | $24591.85     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114185.99    | 0.02%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     66000 | PA      | $62074.24     | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201960.17    | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13324 | PA      | $13113.01     | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69114.02     | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $61728.90     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53848.74     | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    141000 | PA      | $131025.40    | 0.02%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $194778.76    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4011.24      | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                              | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49898.37     | 0.01%             | 2027-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56174.50     | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28968.89     | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     72000 | PA      | $63760.95     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                   | James Hardie International Finance DAC                                           | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $29616.47     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73818 | PA      | $72442.50     | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    188000 | PA      | $171227.70    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156512.47    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100292.93    | 0.01%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      5000 | PA      | $5064.86      | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $77835.15     | 0.01%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $524081.25    | 0.07%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24998.22     | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                      | Voya Financial Inc                                                               | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53999.87     | 0.01%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269822 | PA      | $225002.24    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Belo Corp                                               | Belo Corp                                                                        | CUSIP: 080555AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46930.53     | 0.01%             | 2027-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                       | Seagate Data Storage Technology Pte Ltd                                          | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     40000 | PA      | $38903.00     | 0.01%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56843.87     | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29145.56     | 0.00%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201211.74    | 0.03%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5027.30      | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31018.69     | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15694.65     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                            | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56418.54     | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70142.21     | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52047.60     | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    365498 | PA      | $299336.37    | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $154745.16    | 0.02%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57731.55     | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109478.72    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1373000 | PA      | $1298128.59   | 0.17%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $44278.01     | 0.01%             | 2030-06-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    280000 | PA      | $244040.02    | 0.03%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84834.70     | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                            | Nordson Corp                                                                     | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10374.18     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297843 | PA      | $251952.45    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |     29000 | PA      | $26839.24     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51880.89     | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                     | Highwoods Realty LP                                                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     45000 | PA      | $50911.06     | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                    | Federal Realty OP LP                                                             | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     45000 | PA      | $38271.60     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $199489.35    | 0.03%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                    | Ferguson Finance PLC                                                             | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $88826.33     | 0.01%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $64216.08     | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                          | Aon Global Ltd                                                                   | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     65000 | PA      | $56297.21     | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222963 | PA      | $230142.49    | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31742.54     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3074000 | PA      | $3179668.75   | 0.43%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     70000 | PA      | $65304.07     | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                    | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36400.52     | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31036.59     | 0.00%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                       | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42061.79     | 0.01%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35740.27     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                                     | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8343.23      | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15000 | PA      | $15199.12     | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180295.84    | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $198678.70    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119904 | PA      | $107070.13    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91898.35     | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                      | Kontoor Brands Inc                                                               | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28257.82     | 0.00%             | 2029-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                     | Nestle Capital Corp                                                              | CUSIP: 64105MAC5<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10143.21     | 0.00%             | 2034-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209459 | PA      | $208074.21    | 0.03%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $204683.07    | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19286.90     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216980 | PA      | $224670.21    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30249.24     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     65000 | PA      | $60612.42     | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds       | Republic of Poland Government International Bonds                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    215000 | PA      | $201437.75    | 0.03%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332602 | PA      | $351632.48    | 0.05%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140ADGX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175016 | PA      | $179364.91    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10330.41     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                | Huntsman International LLC                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24027.88     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47365.46     | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AIR LIQUIDE FINANCE                                     | Air Liquide Finance SA                                                           | CUSIP: 00913RAF3<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $23424.38     | 0.00%             | 2029-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     93000 | PA      | $95944.42     | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53832.74     | 0.01%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                 | Pricoa Global Funding I                                                          | CUSIP: 74153WCP2<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63139.10     | 0.01%             | 2026-09-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38711.01     | 0.01%             | 2026-10-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     25000 | PA      | $23365.53     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032492<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $411461.94    | 0.06%             | 2040-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20189.32     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15368.72     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DUBAI DOF SUKUK LTD                                     | Dubai DOF Sukuk Ltd                                                              | CUSIP: 000000000<br>LEI: 549300FL2U4Z16IJI576 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $187541.77    | 0.03%             | 2030-09-09      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    205000 | PA      | $172375.23    | 0.02%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146579 | PA      | $152625.23    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                      | Panama Government International Bond                                             | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     55000 | PA      | $59552.45     | 0.01%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123116.84    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $61314.11     | 0.01%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70715.23     | 0.01%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35641.65     | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                  | Roper Technologies Inc                                                           | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145206.95    | 0.02%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                             | Corning Inc                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48185.69     | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110665.19    | 0.01%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $179290.14    | 0.02%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                            | Danaher Corp                                                                     | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $51147.06     | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                  | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     60000 | PA      | $62163.79     | 0.01%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25114.25     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    105000 | PA      | $107548.40    | 0.01%             | 2029-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12435.48     | 0.00%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $44728.47     | 0.01%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144241 | PA      | $127746.31    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15345.88     | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24841.94     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                    | Swiss Re Finance Luxembourg SA                                                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    195000 | PA      | $195535.93    | 0.03%             | 2049-04-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92812.40     | 0.01%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    125000 | PA      | $127124.00    | 0.02%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70603.66     | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                | CTR Partnership LP / CareTrust Capital Corp                                      | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |      5000 | PA      | $4866.72      | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $963593.75    | 0.13%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28066.94     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                    | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     10000 | PA      | $8637.34      | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106835.94    | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15656.93     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24601.30     | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                                | Telenet Finance Luxembourg Notes Sarl                                            | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198628.74    | 0.03%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186611 | PA      | $175079.60    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109279.02    | 0.01%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $624000.00    | 0.08%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30539.91     | 0.00%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153363.64    | 0.02%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JDE PEET'S NV                                           | JDE Peet's NV                                                                    | CUSIP: 47216QAB9<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $4792.97      | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88183 | PA      | $81401.00     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62697.71     | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                  | Choice Hotels International Inc                                                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46792.63     | 0.01%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GSPG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    508069 | PA      | $467381.23    | 0.06%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc                                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116153.43    | 0.02%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14919.70     | 0.00%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                  | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     25000 | PA      | $24496.48     | 0.00%             | 2027-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35214.78     | 0.00%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                     | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37193.31     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     60000 | PA      | $61912.49     | 0.01%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                        | Beazer Homes USA Inc                                                             | CUSIP: 07556QBR5<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19956.95     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62819.98     | 0.01%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $25962.27     | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23517.04     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2AD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $883368.60    | 0.12%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66268.01     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73403.53     | 0.01%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     40000 | PA      | $41291.80     | 0.01%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91943.05     | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                         | Associated Banc-Corp                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5195.01      | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1717890 | PA      | $1463701.32   | 0.20%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5135.56      | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                       | CF Industries Inc                                                                | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56162.68     | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115201 | PA      | $102114.07    | 0.01%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100235.93    | 0.01%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96700.13     | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22204.32     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67252 | PA      | $63490.39     | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96931 | PA      | $99421.86     | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020497<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $504543.94    | 0.07%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                              | Elastic NV                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $38444.30     | 0.01%             | 2029-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105715.95    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72008.31     | 0.01%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     65000 | PA      | $61542.35     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                      | PPG Industries Inc                                                               | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69207.97     | 0.01%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15333.77     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307399 | PA      | $288356.40    | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |     60000 | PA      | $61546.58     | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     95000 | PA      | $98187.63     | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X5R70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203074 | PA      | $186810.87    | 0.03%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8999.91      | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    215000 | PA      | $224661.93    | 0.03%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58189.79     | 0.01%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     50000 | PA      | $53001.12     | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150556 | PA      | $121527.25    | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                 | ATI Inc                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25092.82     | 0.00%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                              | Sodexo Inc                                                                       | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36177.65     | 0.00%             | 2031-04-16      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214209 | PA      | $172034.04    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28763.05     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     50000 | PA      | $49110.78     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     20000 | PA      | $20509.01     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259728 | PA      | $266414.67    | 0.04%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $25073.73     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66191.58     | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51855.37     | 0.01%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38430.88     | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70262.66     | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39230 | PA      | $32612.72     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91028.86     | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61379.71     | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $51462.09     | 0.01%             | 2030-01-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1462347.66   | 0.20%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     55000 | PA      | $55752.37     | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122692.81    | 0.02%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67928.40     | 0.01%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69697.97     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    219000 | PA      | $215784.80    | 0.03%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55312.38     | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                       | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42355.99     | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80751.61     | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302058 | PA      | $309783.13    | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |      5000 | PA      | $5096.78      | 0.00%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                           | CUSIP: 41284VAC6<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5214.27      | 0.00%             | 2028-03-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5322.83      | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71954 | PA      | $67596.66     | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     75000 | PA      | $42675.38     | 0.01%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                           | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74980.42     | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33302.05     | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                         | AdaptHealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24916.43     | 0.00%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183961.29    | 0.02%             | 2029-01-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    280000 | PA      | $163258.35    | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |     60000 | PA      | $54152.93     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $1011130.08   | 0.14%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90500 | PA      | $80813.38     | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062697<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $725389.32    | 0.10%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $120862.06    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111706.05    | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51700.79     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                            | CubeSmart LP                                                                     | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    150000 | PA      | $147924.82    | 0.02%             | 2026-09-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $817687.50    | 0.11%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2B1<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     10000 | PA      | $8638.75      | 0.00%             | 2030-10-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $200359.21    | 0.03%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $120335.68    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37238.74     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAA2<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     46000 | PA      | $45004.61     | 0.01%             | 2026-10-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291525 | PA      | $273364.12    | 0.04%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                | Flex Ltd                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     61000 | PA      | $61668.20     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137231.48    | 0.02%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Q7VS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264647 | PA      | $243453.09    | 0.03%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    812803 | PA      | $801591.77    | 0.11%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1244375.00   | 0.17%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41454.44     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974977 | PA      | $924059.18    | 0.12%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    210000 | PA      | $212833.08    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                | Export Development Canada                                                        | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    220000 | PA      | $223338.91    | 0.03%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                   | Bread Financial Holdings Inc                                                     | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69453.47     | 0.01%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $116589.64    | 0.02%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38752.79     | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES DREDGE&DOCK                                 | Great Lakes Dredge & Dock Corp                                                   | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24042.66     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     45000 | PA      | $35692.61     | 0.00%             | 2048-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                                         | PSP Capital Inc                                                                  | CUSIP: 69376P2E4<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4989.78      | 0.00%             | 2029-10-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58938.42     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41686.64     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                 | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $54424.38     | 0.01%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $27391.69     | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LTD                                        | BOC Aviation Ltd                                                                 | CUSIP: 09681LAS9<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $185700.49    | 0.02%             | 2030-09-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37046.39     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    546504 | PA      | $551052.52    | 0.07%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95573.66     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                                | Great-West Lifeco Finance 2018 LP                                                | CUSIP: 39138QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59561.66     | 0.01%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110128.09    | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                  | Nordic Investment Bank                                                           | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    215000 | PA      | $219131.76    | 0.03%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74798.63     | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41149.76     | 0.01%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134164.58    | 0.02%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $44742.04     | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85182.61     | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $91158.89     | 0.01%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26333 | PA      | $23659.78     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     85000 | PA      | $85696.72     | 0.01%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                      | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $35539.92     | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                         | Nordea Bank Abp                                                                  | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    140000 | PA      | $139621.96    | 0.02%             | 2033-09-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 000000000<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $213307.14    | 0.03%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    110000 | PA      | $114304.31    | 0.02%             | 2028-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288653 | PA      | $230772.76    | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15051.36     | 0.00%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98122.37     | 0.01%             | 2026-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                  | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33341.93     | 0.00%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     65000 | PA      | $60280.25     | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                            | GUSAP III LP                                                                     | CUSIP: 000000000<br>LEI: 549300WY05UJ7WTHIN64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194988.68    | 0.03%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118042.41    | 0.02%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                       | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19445.16     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                 | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    170000 | PA      | $168884.08    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                          | Hertz Corp/The                                                                   | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     94000 | PA      | $97433.78     | 0.01%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                      | Sonoco Products Co                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58752.25     | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198453.67    | 0.03%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    129000 | PA      | $127373.67    | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                          | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35049.78     | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53005.88     | 0.01%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63364 | PA      | $64434.32     | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 000000000<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $48809.51     | 0.01%             | 2029-05-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                 | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    155000 | PA      | $154351.04    | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114894.37    | 0.02%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                    | Tanger Properties LP                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |     35000 | PA      | $31306.19     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $983554.69    | 0.13%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59964.68     | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    205000 | PA      | $209730.76    | 0.03%             | 2035-12-03      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3579436 | PA      | $2930942.19   | 0.39%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78566.51     | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222112.11    | 0.03%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    112000 | PA      | $100377.27    | 0.01%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                         | Hershey Co/The                                                                   | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93756.57     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     30000 | PA      | $28632.64     | 0.00%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44231.67     | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                                     | American Express Co                                                              | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80385.39     | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                | LKQ Corp                                                                         | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56802.88     | 0.01%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     25000 | PA      | $24142.40     | 0.00%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20563.77     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                                     | Carlyle Finance LLC                                                              | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28989.89     | 0.00%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134039.57    | 0.02%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    101000 | PA      | $91403.13     | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106161 | PA      | $108466.15    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                 | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    105000 | PA      | $98684.81     | 0.01%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    135000 | PA      | $83564.32     | 0.01%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                              | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119373.87    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| B&G FOODS INC                                           | B&G Foods Inc                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63932.91     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114406.57    | 0.02%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29893.41     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $79020.11     | 0.01%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $90910.95     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106551.89    | 0.01%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87053.33     | 0.01%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     42000 | PA      | $22214.60     | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    270298 | PA      | $273849.50    | 0.04%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     34000 | PA      | $34359.66     | 0.00%             | 2027-03-08      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51471.32     | 0.01%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118676.14    | 0.02%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $388187.50    | 0.05%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                    | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25023.52     | 0.00%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147754.89    | 0.02%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75578.13     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                  | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77482.57     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                | Apollo Management Holdings LP                                                    | CUSIP: 03765HAF8<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64591.55     | 0.01%             | 2030-06-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     85000 | PA      | $100904.90    | 0.01%             | 2033-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565BT0<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15560.40     | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| VF CORP                                                 | VF Corp                                                                          | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28665.47     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122231.82    | 0.02%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    284000 | PA      | $206333.42    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121150.35    | 0.02%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $25864.66     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19070.68     | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                    | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19164.98     | 0.00%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $444093.75    | 0.06%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1303312.50   | 0.17%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2233125.00   | 0.30%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                           | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52460.18     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    101000 | PA      | $98922.63     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151128.37    | 0.02%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38318 | PA      | $30838.57     | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105643.72    | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38186.66     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127970 | PA      | $121287.02    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                            | Autodesk Inc                                                                     | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46474.03     | 0.01%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103640 | PA      | $92058.78     | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116740.14    | 0.02%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83159.72     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204447.74    | 0.03%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     35000 | PA      | $35522.27     | 0.00%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                                       | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35644.54     | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    120000 | PA      | $143895.77    | 0.02%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72263 | PA      | $58103.65     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82231.45     | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                 | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAE4<br>LEI: N/A                  | Long             | DBT              |  | AU        |     75000 | PA      | $75099.10     | 0.01%             | 2030-05-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74978 | PA      | $73703.82     | 0.01%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203212.11    | 0.03%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                    | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 000000000<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $205673.86    | 0.03%             | 2029-07-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39912.97     | 0.01%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     25000 | PA      | $23835.41     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                             | Hubbell Inc                                                                      | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     22000 | PA      | $19706.37     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     97000 | PA      | $86345.78     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                  | Synovus Financial Corp                                                           | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46763.10     | 0.01%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110132.71    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAP0<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     10000 | PA      | $10187.47     | 0.00%             | 2033-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16300.56     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                  | Advanced Micro Devices Inc                                                       | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10099.92     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $101198.07    | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                          | TR Finance LLC                                                                   | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     37000 | PA      | $38044.08     | 0.01%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     30000 | PA      | $29750.56     | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19897.53     | 0.00%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                          | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131378.78    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90425.58     | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102265.95    | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36503.49     | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                           | CME Group Inc                                                                    | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72109.75     | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     80000 | PA      | $75610.69     | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    290000 | PA      | $254367.54    | 0.03%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28125.27     | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118986.06    | 0.02%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $95844.54     | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61186.89     | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                              | Xilinx Inc                                                                       | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98099.85     | 0.01%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    165000 | PA      | $159183.67    | 0.02%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39030.35     | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     94000 | PA      | $88435.89     | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134778 | PA      | $132437.51    | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                         | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33133.75     | 0.00%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $309633.75    | 0.04%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51033.83     | 0.01%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186661.76    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                 | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79176.33     | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     25000 | PA      | $24997.31     | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                       | CF Industries Inc                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64772.83     | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28997.52     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1452937.50   | 0.19%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124510.09    | 0.02%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                        | CoStar Group Inc                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18335.96     | 0.00%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211672.09    | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                  | HA Sustainable Infrastructure Capital Inc                                        | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89188.23     | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     45000 | PA      | $44860.73     | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                     | Vulcan Materials Co                                                              | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43296.34     | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     40000 | PA      | $22502.53     | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                            | Magnera Corp                                                                     | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30922.59     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80559 | PA      | $80552.43     | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128985.46    | 0.02%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31591.41     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76346.16     | 0.01%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                 | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50852.94     | 0.01%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                     | Clarivate Science Holdings Corp                                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $57902.79     | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164120 | PA      | $130925.31    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50969 | PA      | $42776.23     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     50000 | PA      | $48553.77     | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                  | Yara International ASA                                                           | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     85000 | PA      | $79705.47     | 0.01%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48009.23     | 0.01%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                      | Advance Auto Parts Inc                                                           | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25462.28     | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1502875.01   | 0.20%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                       | Canada Government International Bond                                             | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $20248.40     | 0.00%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                  | Nordic Investment Bank                                                           | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     10000 | PA      | $10012.43     | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130893 | PA      | $136314.49    | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38033.86     | 0.01%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39026.33     | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                       | CBRE Services Inc                                                                | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58534.57     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                       | ITC Holdings Corp                                                                | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63778.78     | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                 | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251531.34    | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39099.54     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52578 | PA      | $51948.25     | 0.01%             | 2050-08-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                 | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72200.08     | 0.01%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     50000 | PA      | $45053.05     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                                            | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34338.44     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $128851.99    | 0.02%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101748.94    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50763.76     | 0.01%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43382.33     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    654217 | PA      | $583993.81    | 0.08%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80802.41     | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                  | Arch Capital Group Ltd                                                           | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     85000 | PA      | $61416.14     | 0.01%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54200.39     | 0.01%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123914.02    | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                | eBay Inc                                                                         | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59028.14     | 0.01%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    257000 | PA      | $198620.78    | 0.03%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                       | General Mills Inc                                                                | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73991.73     | 0.01%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                       | Newell Brands Inc                                                                | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39142.64     | 0.01%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                  | Franklin Resources Inc                                                           | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27618.13     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                | eBay Inc                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81344.86     | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26758.28     | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     73000 | PA      | $72268.15     | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37418.02     | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                            | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47824.08     | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73017.43     | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799182 | PA      | $604371.63    | 0.08%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                  | Roper Technologies Inc                                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48706.59     | 0.01%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19977.79     | 0.00%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     70000 | PA      | $69438.89     | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    165000 | PA      | $166395.57    | 0.02%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK OF CHINA                                  | Industrial & Commercial Bank of China Ltd                                        | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $196882.91    | 0.03%             | 2026-09-24      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                 | Prudential Funding Asia PLC                                                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     85000 | PA      | $81181.65     | 0.01%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $70450.78     | 0.01%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CRANE NXT CO                                            | Crane NXT Co                                                                     | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15151.75     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     80000 | PA      | $69483.72     | 0.01%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040495<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875000 | PA      | $859003.91    | 0.12%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60624.84     | 0.01%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85676.95     | 0.01%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20468.03     | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DMB53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49725 | PA      | $46028.89     | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $88568.06     | 0.01%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38800.76     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $133399.39    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     85000 | PA      | $74873.10     | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                        | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $72533.66     | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                              | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     45000 | PA      | $43643.46     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                  | Cadence Design Systems Inc                                                       | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94002.62     | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43793.76     | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    736418 | PA      | $627248.89    | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100900 | PA      | $1133754.98   | 0.15%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76326.49     | 0.01%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100089.04    | 0.01%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    295319 | PA      | $272143.04    | 0.04%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10440.51     | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1916921.88   | 0.26%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     52000 | PA      | $41514.09     | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47321.62     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DNN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264772 | PA      | $242112.15    | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4067.43      | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68694.69     | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    366000 | PA      | $368630.63    | 0.05%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29057.74     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VZS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137192 | PA      | $121952.01    | 0.02%             | 2050-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5067.02      | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97591.32     | 0.01%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     65000 | PA      | $68025.98     | 0.01%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65551.59     | 0.01%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147622 | PA      | $151415.45    | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65063.72     | 0.01%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36763.14     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10152.01     | 0.00%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116300.46    | 0.02%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57782.32     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                 | Hanover Insurance Group Inc/The                                                  | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49590.95     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $170064.18    | 0.02%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                        | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24969.49     | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $789112.50    | 0.11%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22116.66     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $681789.07    | 0.09%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     20000 | PA      | $20570.23     | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                        | Zions Bancorp NA                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5236.13      | 0.00%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9797.86      | 0.00%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28499.17     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                  | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56627.88     | 0.01%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44553.07     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $896390.63    | 0.12%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                       | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144795.27    | 0.02%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $198219.89    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16974.50     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KB Home                                                 | KB Home                                                                          | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20468.93     | 0.00%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                       | Korea International Bond                                                         | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $176485.85    | 0.02%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102364 | PA      | $86631.30     | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80023.66     | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025428 | PA      | $817820.67    | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                   | Grupo Bimbo SAB de CV                                                            | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $147168.47    | 0.02%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74638.61     | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    560246 | PA      | $471270.73    | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9921.54      | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     20000 | PA      | $12893.59     | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45403.21     | 0.01%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AX2<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131808.17    | 0.02%             | 2031-09-14      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                             | Lennar Corp                                                                      | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82602.64     | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     30000 | PA      | $29544.67     | 0.00%             | 2026-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                             | KeyBank NA/Cleveland OH                                                          | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250780.54    | 0.03%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34581.52     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314782 | PA      | $312720.14    | 0.04%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                               | Aflac Inc                                                                        | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49319.15     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120025 | PA      | $112581.71    | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15267.62     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31017.10     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49636.69     | 0.01%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                      | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26066.12     | 0.00%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36401.87     | 0.00%             | 2031-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73194 | PA      | $61532.67     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     79000 | PA      | $77465.33     | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19978.88     | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    149000 | PA      | $142046.76    | 0.02%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25676.54     | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| BNG BANK NV                                             | BNG Bank NV                                                                      | CUSIP: 05591F2S8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |    310000 | PA      | $308343.77    | 0.04%             | 2028-05-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     28278 | PA      | $27737.45     | 0.00%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    785000 | PA      | $789047.66    | 0.11%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10080.14     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    728006 | PA      | $743653.60    | 0.10%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56026.75     | 0.01%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50900.69     | 0.01%             | 2055-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                    | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29917.47     | 0.00%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $989843.75    | 0.13%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                | Arch Capital Finance LLC                                                         | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26212.54     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46055.48     | 0.01%             | 2034-04-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                              | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192537.29    | 0.03%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $793812.50    | 0.11%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76408.56     | 0.01%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                 | Broadcom Corp / Broadcom Cayman Finance Ltd                                      | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |     75000 | PA      | $74006.64     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156747.21    | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $44872.88     | 0.01%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INNOVATE CORP                                           | INNOVATE Corp                                                                    | CUSIP: 45784JAB1<br>LEI: 549300S6O246JWQQ1K58 | Long             | DBT              | CORP              | US        |      4290 | PA      | $3768.46      | 0.00%             | 2027-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      5000 | PA      | $5152.74      | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    131500 | PA      | $137368.87    | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                       | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109744.27    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70644.12     | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                              | Chubb Corp/The                                                                   | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $43259.37     | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                            | Entegris Inc                                                                     | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34143.69     | 0.00%             | 2028-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                     | Travel + Leisure Co                                                              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19252.22     | 0.00%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $52131.79     | 0.01%             | 2053-01-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122707.28    | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                         | NCL Finance Ltd                                                                  | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     40000 | PA      | $40689.45     | 0.01%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $893707.03    | 0.12%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                              | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73538.56     | 0.01%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360115 | PA      | $349189.19    | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146723 | PA      | $118186.12    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166417 | PA      | $171075.12    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     65000 | PA      | $63691.35     | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $89770.36     | 0.01%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29572.52     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100655.06    | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                                   | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51920.04     | 0.01%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77492.89     | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    477000 | PA      | $479012.34    | 0.06%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                   | Texas Instruments Inc                                                            | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55852.71     | 0.01%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    636000 | PA      | $633664.69    | 0.08%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     30000 | PA      | $30492.23     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1412140.63   | 0.19%             | 2026-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     43000 | PA      | $31995.78     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $85649.00     | 0.01%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                     | Vulcan Materials Co                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27052.60     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LTD                                         | Emaar Sukuk Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194928.50    | 0.03%             | 2029-09-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20022.78     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    279612 | PA      | $272035.67    | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270058 | PA      | $217474.34    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2824000 | PA      | $2879597.50   | 0.39%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                       | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40934.87     | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67724.84     | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $66070.43     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63461.65     | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79349.23     | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143525.48    | 0.02%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                             | BNG Bank NV                                                                      | CUSIP: 05591F2W9<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | NL        |      5000 | PA      | $5047.93      | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50548.55     | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                    | Public Storage Operating Co                                                      | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    120000 | PA      | $113548.68    | 0.02%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38878.28     | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     55000 | PA      | $56031.54     | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                         | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54616.81     | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51197.28     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nestle Holdings Inc                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160627.36    | 0.02%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                  | Atlantic City Electric Co                                                        | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59843.93     | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61324.18     | 0.01%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15285.17     | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                          | HB Fuller Co                                                                     | CUSIP: 359694AB2<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29597.59     | 0.00%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23457.34     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135894.70    | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    831017 | PA      | $803294.28    | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5060.07      | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WOORI BANK                                              | Woori Bank                                                                       | CUSIP: 98105GAP7<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203343.85    | 0.03%             | 2029-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     89000 | PA      | $84543.48     | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10622.86     | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154986.78    | 0.02%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15383.58     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     85000 | PA      | $85988.53     | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85967.20     | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                          | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45010.93     | 0.01%             | 2027-05-13      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129995.13    | 0.02%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CD4<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34855.85     | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                | Apollo Management Holdings LP                                                    | CUSIP: 03765HAC5<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31285.77     | 0.00%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $24517.88     | 0.00%             | 2032-04-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95801.09     | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114582.47    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $122387.85    | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                     | Sherwin-Williams Co/The                                                          | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25970.12     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264226 | PA      | $248259.15    | 0.03%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                 | Empower Finance 2020 LP                                                          | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $97441.62     | 0.01%             | 2031-03-17      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $201261.66    | 0.03%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106972.86    | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                 | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115153.43    | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $239927.75    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    865000 | PA      | $856213.42    | 0.11%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     80000 | PA      | $84964.75     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                  | International Paper Co                                                           | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46588.41     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                             | Prologis LP                                                                      | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $49713.39     | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     95000 | PA      | $99133.05     | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                  | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5033.70      | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     35000 | PA      | $35193.13     | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CRH America Inc                                         | CRH America Inc                                                                  | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45951.58     | 0.01%             | 2045-05-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45964.26     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 000000000<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    110000 | PA      | $113659.43    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $17384.19     | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                | Apollo Management Holdings LP                                                    | CUSIP: 03765HAD3<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45607.57     | 0.01%             | 2029-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                     | Kimberly-Clark Corp                                                              | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9967.30      | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                      | Conagra Brands Inc                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127343.40    | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72342.67     | 0.01%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37441 | PA      | $38937.55     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/SG                                  | Industrial & Commercial Bank of China Ltd/Singapore                              | CUSIP: 000000000<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $200250.32    | 0.03%             | 2026-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     85000 | PA      | $58776.87     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062AS3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306631.42    | 0.04%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TR FIN LLC                                              | TR FIN LLC                                                                       | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30719.32     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177239 | PA      | $169197.41    | 0.02%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     50000 | PA      | $47255.14     | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1342000 | PA      | $1253092.50   | 0.17%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $891109.38    | 0.12%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104869.67    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                              | Kenvue Inc                                                                       | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81271.51     | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                 | Fidelity National Information Services Inc                                       | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32776.53     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAB8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16578.03     | 0.00%             | 2047-05-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                    | Aramark Services Inc                                                             | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79480.22     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $193685.24    | 0.03%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33309.13     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                 | CNO Financial Group Inc                                                          | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63038.85     | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                  | Church & Dwight Co Inc                                                           | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13478.67     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137233.93    | 0.02%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150886.72    | 0.02%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BELGIUM KINGDOM                                         | Kingdom of Belgium Government International Bond                                 | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    200000 | PA      | $177946.90    | 0.02%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126633.00    | 0.02%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                       | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62915.06     | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                | Aon Corp                                                                         | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50479.80     | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $27614.57     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                        | Markel Group Inc                                                                 | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47728.89     | 0.01%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51181 | PA      | $41038.85     | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63173.15     | 0.01%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $978346.88    | 0.13%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36412.68     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66451.09     | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                          | PulteGroup Inc                                                                   | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $47126.23     | 0.01%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124335 | PA      | $100464.24    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57220.12     | 0.01%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL CORP                                     | Nestle Capital Corp                                                              | CUSIP: 64105MAB7<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35934.20     | 0.00%             | 2031-03-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                          | Whirlpool Corp                                                                   | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29617.62     | 0.00%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     20000 | PA      | $15922.70     | 0.00%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     40215 | PA      | $40837.18     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                          | AptarGroup Inc                                                                   | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13797.01     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     75000 | PA      | $73167.39     | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171814.77    | 0.02%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25469.48     | 0.00%             | 2030-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $104972.91    | 0.01%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98362.09     | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $303107.70    | 0.04%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218376.56    | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                              | Unum Group                                                                       | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24336.22     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563543.74    | 0.08%             | 2028-12-13      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61452.14     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $108355.56    | 0.01%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124321.73    | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                 | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10004.96     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $521075.00    | 0.07%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65099 | PA      | $59973.05     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83921.50     | 0.01%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379826.73    | 0.05%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81161.59     | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     35000 | PA      | $34622.27     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680000 | PA      | $652056.25    | 0.09%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                | Aon Corp                                                                         | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88645.57     | 0.01%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $205312.75    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                   | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |      5000 | PA      | $5161.49      | 0.00%             | 2030-02-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                          | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |     35000 | PA      | $35141.71     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5033.98      | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                     | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69245.44     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102500.00    | 0.01%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123598.82    | 0.02%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $172757.02    | 0.02%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                       | DXC Technology Co                                                                | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65674.37     | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                | Stanley Black & Decker Inc                                                       | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20027.48     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219139 | PA      | $223826.60    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930678 | PA      | $815680.75    | 0.11%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17014.56     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79381.84     | 0.01%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    239000 | PA      | $169557.00    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                         | Hershey Co/The                                                                   | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101972.57    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96145.80     | 0.01%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15606.13     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                   | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAC6<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39936.03     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65635.00     | 0.01%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     50000 | PA      | $50035.46     | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1957968.76   | 0.26%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $239162.48    | 0.03%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48876.43     | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49194.44     | 0.01%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38855.65     | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $115912.85    | 0.02%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    160000 | PA      | $158720.56    | 0.02%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52683.34     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $41854.24     | 0.01%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                         | Fair Isaac Corp                                                                  | CUSIP: 303250AE4<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30007.67     | 0.00%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161039.57    | 0.02%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154826.46    | 0.02%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36001.49     | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                 | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54609.69     | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCEW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755231 | PA      | $639334.42    | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $157840.72    | 0.02%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5003.09      | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                           | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91348.61     | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                            | Assurant Inc                                                                     | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30691.34     | 0.00%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |      5000 | PA      | $3620.75      | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                              | Hasbro Inc                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59379.69     | 0.01%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46196.59     | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2487000 | PA      | $2545871.97   | 0.34%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281428.31    | 0.04%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $104881.77    | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     25000 | PA      | $22163.90     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                           | PRA Group Inc                                                                    | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36033.69     | 0.00%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    453000 | PA      | $453389.30    | 0.06%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $188026.22    | 0.03%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68580.15     | 0.01%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    896256 | PA      | $794645.54    | 0.11%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $424812.50    | 0.06%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30126.29     | 0.00%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26111.92     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1605000 | PA      | $1634592.19   | 0.22%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    191000 | PA      | $167197.72    | 0.02%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68352.91     | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29779.29     | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $233467.54    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5079.86      | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1075000 | PA      | $892397.41    | 0.12%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                 | RXO Inc                                                                          | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25530.53     | 0.00%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $217875.00    | 0.03%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35973.22     | 0.00%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $68889.89     | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                     | Leggett & Platt Inc                                                              | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14646.35     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170249 | PA      | $137135.90    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178732 | PA      | $143480.09    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 55608PBX1<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $105857.20    | 0.01%             | 2028-06-12      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72555.72     | 0.01%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159054 | PA      | $127500.09    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31591.73     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50562.54     | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76762 | PA      | $72194.78     | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87948.16     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QREH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491357 | PA      | $488537.33    | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $421218.75    | 0.06%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     85000 | PA      | $88792.40     | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $46463.01     | 0.01%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $67930.01     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66122 | PA      | $62146.70     | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     71000 | PA      | $62842.90     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68826.13     | 0.01%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130051 | PA      | $133063.08    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                            | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30039.73     | 0.00%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GEN DIGITAL INC                                         | Gen Digital Inc                                                                  | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51786.07     | 0.01%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59799.49     | 0.01%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24078.99     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44297.12     | 0.01%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                             | Ashland Inc                                                                      | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26703.90     | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $125327.22    | 0.02%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                       | Hormel Foods Corp                                                                | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48165.93     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41682.75     | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52185.38     | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72671.47     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1317750.00   | 0.18%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95717.89     | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    102000 | PA      | $103556.69    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                          | Kennametal Inc                                                                   | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10070.31     | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100999.22    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98011.44     | 0.01%             | 2030-07-15      | Fixed         | 11.13%                | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 1/2                                 | Scentre Group Trust 1 / Scentre Group Trust 2                                    | CUSIP: 80622GAC8<br>LEI: N/A                  | Long             | DBT              |  | AU        |     40000 | PA      | $39663.93     | 0.01%             | 2027-03-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57965.80     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19568.84     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65944.43     | 0.01%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46216.41     | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $48956.03     | 0.01%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                 | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72947.04     | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $37213.03     | 0.00%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| EMIRATES NBD BANK PJSC                                  | Emirates NBD Bank PJSC                                                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $194314.10    | 0.03%             | 2027-02-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                       | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     45000 | PA      | $37764.37     | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                     | DENTSPLY SIRONA Inc                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78090.70     | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63345.06     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96509.62     | 0.01%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                       | Lam Research Corp                                                                | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54186.36     | 0.01%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                     | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142999.09    | 0.02%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28170.84     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183109 | PA      | $187562.42    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    235000 | PA      | $238559.27    | 0.03%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $61247.48     | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72275.45     | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                              | Masco Corp                                                                       | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28318.76     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                   | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61819.53     | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76535 | PA      | $68850.62     | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26562.63     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65280 | PA      | $60046.75     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CICC HK FINANCE 2016 MTN                                | CICC Hong Kong Finance 2016 MTN Ltd                                              | CUSIP: 000000000<br>LEI: 529900N4NO8N9ILCZC31 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $201874.23    | 0.03%             | 2027-01-18      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1970000 | PA      | $1840257.04   | 0.25%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102204.55    | 0.01%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                             | Workday Inc                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64360.41     | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    155000 | PA      | $157496.20    | 0.02%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC                                        | TriNet Group Inc                                                                 | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32789.85     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $381484.38    | 0.05%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67705.15     | 0.01%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $115013.04    | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                | Affiliated Managers Group Inc                                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61775.58     | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50604.37     | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52042 | PA      | $52601.81     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     35000 | PA      | $35783.46     | 0.00%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $24191.93     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                             | Bank Gospodarstwa Krajowego                                                      | CUSIP: 000000000<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $208280.87    | 0.03%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     20000 | PA      | $16701.16     | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260064.33    | 0.03%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115051.64    | 0.02%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42408.21     | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                           | Owens Corning                                                                    | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115159.59    | 0.02%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50612.07     | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     44000 | PA      | $27041.90     | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    660843 | PA      | $675527.12    | 0.09%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117989.05    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52926.55     | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57144.57     | 0.01%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                 | Japan International Cooperation Agency                                           | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    200000 | PA      | $200699.00    | 0.03%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                             | Truist Bank                                                                      | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34783.32     | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                | Cintas Corp No 2                                                                 | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68044.23     | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49109.73     | 0.01%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70128.07     | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41196.40     | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     50000 | PA      | $49883.49     | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES BV                                 | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $67173.78     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    579685 | PA      | $532127.51    | 0.07%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANE TECH GLOB HOLD                                    | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46826.06     | 0.01%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112344.56    | 0.02%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53295 | PA      | $54619.38     | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $47098.83     | 0.01%             | 2048-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58468.34     | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101309 | PA      | $93347.52     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     20000 | PA      | $18393.91     | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                          | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10227.01     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $141395.04    | 0.02%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                                | Matthews International Corp                                                      | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20724.29     | 0.00%             | 2027-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                        | Lazard Group LLC                                                                 | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49961.79     | 0.01%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $8919.92      | 0.00%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25774 | PA      | $24915.76     | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33549.80     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                  | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62932.68     | 0.01%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                              | Kenvue Inc                                                                       | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49846.55     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     60000 | PA      | $59478.44     | 0.01%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46180.55     | 0.01%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $390625.00    | 0.05%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                    | M&T Bank Corp                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125239.71    | 0.02%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49178.61     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71252 | PA      | $73321.28     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                             | Snap-on Inc                                                                      | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21730.26     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25043.62     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                 | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108363.62    | 0.01%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $540550.82    | 0.07%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41609.31     | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                 | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $45970.61     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33834 | PA      | $27216.49     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220627 | PA      | $176453.59    | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117586.47    | 0.02%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941922 | PA      | $841100.16    | 0.11%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     53000 | PA      | $50462.78     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42012.99     | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10180.04     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                   | CH Robinson Worldwide Inc                                                        | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55036.67     | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                  | Franklin Resources Inc                                                           | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56992.08     | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117284.79    | 0.02%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76911.66     | 0.01%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81219.29     | 0.01%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAM                                   | Sharjah Sukuk Program Ltd                                                        | CUSIP: 000000000<br>LEI: 549300N3BQ9P6RRMVV02 | Long             | DBT              | NUSS              | KY        |    200000 | PA      | $188753.58    | 0.03%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10104.22     | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                          | Capital One NA                                                                   | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252879.11    | 0.03%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34783.41     | 0.00%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129000 | PA      | $131940.65    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                              | TELUS Corp                                                                       | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $36236.38     | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     75000 | PA      | $61542.51     | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1600632 | PA      | $1280234.73   | 0.17%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98239.59     | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                | Prudential Financial Inc                                                         | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    107000 | PA      | $81470.87     | 0.01%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107192 | PA      | $90259.45     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416804 | PA      | $420709.04    | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160271.47    | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     32000 | PA      | $24357.54     | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $18828.35     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                     | Avery Dennison Corp                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21364.46     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBWA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441079 | PA      | $417454.25    | 0.06%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $25619.97     | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113395.45    | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    205000 | PA      | $160249.92    | 0.02%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp                                                              | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     44000 | PA      | $43337.45     | 0.01%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                     | American International Group Inc                                                 | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69785.97     | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                                      | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43083.83     | 0.01%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                | Martin Marietta Materials Inc                                                    | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49743.05     | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203549.82    | 0.03%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208024.19    | 0.03%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                | Prudential Financial Inc                                                         | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42181.02     | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133823.78    | 0.02%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                              | Masco Corp                                                                       | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12365.44     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                           | HDFC Bank Ltd                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $202120.26    | 0.03%             | 2027-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    320000 | PA      | $319739.79    | 0.04%             | 2028-05-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                                    | OI European Group BV                                                             | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $23657.59     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143217 | PA      | $114221.32    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $23431.07     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LFC8<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25360.49     | 0.00%             | 2028-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     50000 | PA      | $40987.27     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS FIN KY VI                                | China Overseas Finance Cayman VI Ltd                                             | CUSIP: 000000000<br>LEI: 3003000GRJQBQQJ25K03 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $218911.70    | 0.03%             | 2034-06-11      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28766.28     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31704.93     | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                          | Brunswick Corp/DE                                                                | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23505.18     | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $114282.82    | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25176.13     | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65414.78     | 0.01%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490000 | PA      | $422541.73    | 0.06%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $10594.62     | 0.00%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     75000 | PA      | $74872.75     | 0.01%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOG                          | SEAGATE DATA STOR                                                                | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     15000 | PA      | $13675.53     | 0.00%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                        | MDC Holdings Inc                                                                 | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45740.66     | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                    | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp   | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39893.72     | 0.01%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57108.02     | 0.01%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18320.04     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    370000 | PA      | $225761.68    | 0.03%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95423.52     | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101334.53    | 0.01%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $73640.85     | 0.01%             | 2029-01-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KNEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749972 | PA      | $631737.20    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $655539.07    | 0.09%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18848.50     | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39857.72     | 0.01%             | 2027-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25860.11     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                   | ON Semiconductor Corp                                                            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38919.77     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    230000 | PA      | $215081.19    | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68153.30     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50225.08     | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70455.18     | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5101.13      | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $62639.73     | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                 | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     55000 | PA      | $56785.75     | 0.01%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                           | Comerica Bank                                                                    | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34505.99     | 0.00%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                        | Vail Resorts Inc                                                                 | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41433.80     | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                | Brandywine Operating Partnership LP                                              | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     55000 | PA      | $59817.41     | 0.01%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74926.77     | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    120000 | PA      | $93226.81     | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $80550.24     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159765 | PA      | $128069.92    | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    800000 | PA      | $772161.73    | 0.10%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $971328.13    | 0.13%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     42846 | PA      | $43832.22     | 0.01%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                | Elanco Animal Health Inc                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67732.09     | 0.01%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    250000 | PA      | $251673.76    | 0.03%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $62001.03     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    662000 | PA      | $674464.22    | 0.09%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104283.27    | 0.01%             | 2028-04-04      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    155000 | PA      | $159038.39    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAM0<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $40953.36     | 0.01%             | 2029-12-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                    | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70930.69     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                      | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    105000 | PA      | $106066.26    | 0.01%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $228115.12    | 0.03%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40765.19     | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1210000 | PA      | $1213214.06   | 0.16%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                               | Nokia Oyj                                                                        | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     30000 | PA      | $29785.04     | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1132000 | PA      | $1138013.75   | 0.15%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                        | Carlisle Cos Inc                                                                 | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100138.00    | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    179000 | PA      | $157236.12    | 0.02%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35718.83     | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                      | Alcon Finance Corp                                                               | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55602.91     | 0.01%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53111.41     | 0.01%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                      | Macquarie Bank Ltd                                                               | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $135264.30    | 0.02%             | 2036-03-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                            | Allegion plc                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     37000 | PA      | $35777.17     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53992.62     | 0.01%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                       | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39137.90     | 0.01%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16469.24     | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3704.20      | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     70000 | PA      | $76875.38     | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BC4<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25931.68     | 0.00%             | 2029-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                | Everest Reinsurance Holdings Inc                                                 | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27201.63     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    105000 | PA      | $65706.11     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $99850.98     | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159208 | PA      | $164066.75    | 0.02%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KUNTARAHOITUS OYJ                                       | Kuntarahoitus Oyj                                                                | CUSIP: 62628PAG1<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | NUSS              | FI        |     20000 | PA      | $19901.95     | 0.00%             | 2029-10-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161103.80    | 0.02%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75000 | PA      | $73902.10     | 0.01%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66667.67     | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                       | Canada Government International Bond                                             | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    155000 | PA      | $160083.52    | 0.02%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $483058.35    | 0.06%             | 2029-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30823.96     | 0.00%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| L-BANK BW FOERDERBANK                                   | Landeskreditbank Baden-Wuerttemberg Foerderbank                                  | CUSIP: 000000000<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    210000 | PA      | $195651.97    | 0.03%             | 2028-10-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                       | Owens & Minor Inc                                                                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38214.45     | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126917.95    | 0.02%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                   | Keysight Technologies Inc                                                        | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103910.61    | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170052 | PA      | $136881.40    | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33586 | PA      | $27116.32     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117619.44    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91127.73     | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                             | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81871.60     | 0.01%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     95000 | PA      | $85755.61     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                      | Kennedy-Wilson Inc                                                               | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38136.97     | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75955.43     | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80418.45     | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                  | International Paper Co                                                           | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     69000 | PA      | $55453.08     | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $398593.75    | 0.05%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40087.58     | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107172.84    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                   | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61139.63     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                        | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5100.92      | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                | Cintas Corp No 2                                                                 | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169159.76    | 0.02%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19667 | PA      | $18987.36     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    235000 | PA      | $223657.41    | 0.03%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                              | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     75000 | PA      | $72230.62     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                | Broadstone Net Lease LLC                                                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |      5000 | PA      | $4318.22      | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137460.88    | 0.02%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191869.27    | 0.03%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $195300.62    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14740.87     | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     25000 | PA      | $27781.28     | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205165.95    | 0.03%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KKG78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120824 | PA      | $117748.09    | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1158000 | PA      | $1126697.81   | 0.15%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $56349.71     | 0.01%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                               | Mosaic Co/The                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25637.28     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29880.81     | 0.00%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43181.62     | 0.01%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                   | Applied Materials Inc                                                            | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37442.31     | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2868000 | PA      | $2907435.00   | 0.39%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                   | Argentina Bonar Bonds                                                            | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     50000 | PA      | $28058.63     | 0.00%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                         | Hillenbrand Inc                                                                  | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41893.40     | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19991.01     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    125000 | PA      | $108837.06    | 0.01%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    100000 | PA      | $95574.21     | 0.01%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1634000 | PA      | $1642170.00   | 0.22%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2056875.00   | 0.28%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     50000 | PA      | $41920.54     | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64172.36     | 0.01%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $112177.42    | 0.02%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49526.25     | 0.01%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3110000 | PA      | $3130895.31   | 0.42%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                              | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $81604.82     | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                        | Ryder System Inc                                                                 | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60076.91     | 0.01%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                     | Province of Alberta Canada                                                       | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |     30000 | PA      | $29674.18     | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     10000 | PA      | $6110.19      | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    205000 | PA      | $202965.69    | 0.03%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     75000 | PA      | $73356.52     | 0.01%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                 | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65721.57     | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62544 | PA      | $63891.89     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $105046.46    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102759.23    | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37361.39     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10262.81     | 0.00%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                  | British Airways 2020-1 Class A Pass Through Trust                                | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13065 | PA      | $12688.21     | 0.00%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| WAYFAIR LLC                                             | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58922.13     | 0.01%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52734.81     | 0.01%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $695700.00    | 0.09%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1289000 | PA      | $1294337.27   | 0.17%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1895000 | PA      | $1911581.25   | 0.26%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                   | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89715.72     | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     20000 | PA      | $20534.85     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                 | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     10000 | PA      | $10385.88     | 0.00%             | 2035-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40394 | PA      | $40895.76     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                  | Romania Government International Bonds                                           | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     60000 | PA      | $54854.55     | 0.01%             | 2044-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                        | Welltower OP LLC                                                                 | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     35000 | PA      | $38514.07     | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GSPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33082 | PA      | $31414.57     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34213.30     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74121.97     | 0.01%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                | Tyco Electronics Group SA                                                        | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $52763.26     | 0.01%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                              | TELUS Corp                                                                       | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $64150.83     | 0.01%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    100000 | PA      | $122874.58    | 0.02%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59753 | PA      | $50477.08     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5004.96      | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| XPO INC                                                 | XPO Inc                                                                          | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52130.71     | 0.01%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    147000 | PA      | $117491.73    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    568398 | PA      | $574884.00    | 0.08%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                  | Equitable Holdings Inc                                                           | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207956.51    | 0.03%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    538000 | PA      | $544010.47    | 0.07%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35897 | PA      | $33147.95     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $70749.03     | 0.01%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5155.98      | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| PULTEGROUP INC                                          | PulteGroup Inc                                                                   | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $48982.68     | 0.01%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                 | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    150000 | PA      | $150523.49    | 0.02%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                  | Patrick Industries Inc                                                           | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24517.66     | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                    | Boston Properties LP                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     70000 | PA      | $60026.81     | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306590 | PA      | $245433.87    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                            | Linde Inc/CT                                                                     | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46855.36     | 0.01%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $131525.35    | 0.02%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236526 | PA      | $235925.22    | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379760.43    | 0.05%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                         | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $205777.39    | 0.03%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $45940.59     | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65171.10     | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     39000 | PA      | $30343.30     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $228196.48    | 0.03%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                      | Conagra Brands Inc                                                               | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57795.69     | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                    | Kaiser Aluminum Corp                                                             | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34453.13     | 0.00%             | 2028-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55739.86     | 0.01%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                     | Nestle Holdings Inc                                                              | CUSIP: 641062BM5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15555.57     | 0.00%             | 2030-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45375.17     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                 | Travelers Property Casualty Corp                                                 | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50267.03     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $139633.99    | 0.02%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43964.73     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $507343.75    | 0.07%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27294.91     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187396 | PA      | $172459.45    | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     57000 | PA      | $56664.36     | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022493<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $562906.03    | 0.08%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1878750.00   | 0.25%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108183.65    | 0.01%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89627.43     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100137.10    | 0.01%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38336.74     | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $75994.68     | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452881 | PA      | $412886.95    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                   | Province of New Brunswick Canada                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     20000 | PA      | $19907.99     | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                   | RPM International Inc                                                            | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36995.92     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGK57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    790907 | PA      | $660509.41    | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                  | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50658.96     | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                  | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38846.62     | 0.01%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102902.13    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                           | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29693.98     | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP                                | Renesas Electronics Corp                                                         | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $48625.24     | 0.01%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                | Agilent Technologies Inc                                                         | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49336.69     | 0.01%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33964.40     | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | 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        |     20000 | PA      | $14399.90     | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48045.82     | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                     | Leggett & Platt Inc                                                              | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56058.74     | 0.01%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                               | Lear Corp                                                                        | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69493.49     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     34000 | PA      | $25346.96     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KNNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1055319 | PA      | $926606.59    | 0.12%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                | Principal Life Global Funding II                                                 | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100818.67    | 0.01%             | 2027-08-19      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     95000 | PA      | $82550.39     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1720000 | PA      | $1723023.43   | 0.23%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $156644.26    | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95376.14     | 0.01%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56807.79     | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                  | International Paper Co                                                           | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39926.06     | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                             | Cummins Inc                                                                      | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     60000 | PA      | $35392.92     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3996.69      | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1728953.13   | 0.23%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X6QG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21304 | PA      | $21407.92     | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                 | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $70558.57     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48051.82     | 0.01%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     25000 | PA      | $24485.29     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    863000 | PA      | $865764.30    | 0.12%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28672 | PA      | $26369.69     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                        | ERP Operating LP                                                                 | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     50000 | PA      | $49301.81     | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NRW.BANK                                                | NRW Bank                                                                         | CUSIP: 000000000<br>LEI: 52990002O5KK6XOGJ020 | Long             | DBT              | CORP              | DE        |     10000 | PA      | $10067.09     | 0.00%             | 2030-04-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102843.89    | 0.01%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     45000 | PA      | $45479.27     | 0.01%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                               | Timken Co/The                                                                    | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4731.97      | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    414839 | PA      | $313732.81    | 0.04%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9348.40      | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68359.35     | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                    | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65026.91     | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                | American Water Capital Corp                                                      | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31600.40     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     15000 | PA      | $14937.99     | 0.00%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148844.54    | 0.02%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1223100 | PA      | $1229884.39   | 0.16%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47334 | PA      | $46488.87     | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                             | Revvity Inc                                                                      | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     43000 | PA      | $29339.99     | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                   | Applied Materials Inc                                                            | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46223.46     | 0.01%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                  | Church & Dwight Co Inc                                                           | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54475.44     | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102346.48    | 0.01%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $170890.11    | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69809.12     | 0.01%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GTVD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256971 | PA      | $268382.09    | 0.04%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                            | XL Group Ltd                                                                     | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $28707.33     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44995.36     | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $864535.16    | 0.12%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33584.63     | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                            | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48175.96     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1064355.47   | 0.14%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51870 | PA      | $47744.62     | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $587273.44    | 0.08%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62383.44     | 0.01%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $615093.75    | 0.08%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                  | Church & Dwight Co Inc                                                           | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83640.01     | 0.01%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                          | Aon Global Ltd                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $39330.32     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                              | Unum Group                                                                       | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51408.39     | 0.01%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26891.43     | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    159000 | PA      | $157137.70    | 0.02%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                            | Kookmin Bank                                                                     | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $200130.13    | 0.03%             | 2029-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426836 | PA      | $391320.22    | 0.05%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113498.81    | 0.02%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | State of Israel                                                                  | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    400000 | PA      | $261148.60    | 0.03%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40157.89     | 0.01%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                            | KBC Group NV                                                                     | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     25000 | PA      | $27083.08     | 0.00%             | 2034-09-21      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| H.B. FULLER CO                                          | HB Fuller Co                                                                     | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19418.72     | 0.00%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    280000 | PA      | $208295.90    | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOISE CASCADE COMPANY                                   | Boise Cascade Co                                                                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24495.13     | 0.00%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1190000 | PA      | $1031674.22   | 0.14%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                  | Ares Finance Co IV LLC                                                           | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $17267.03     | 0.00%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                     | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10223.79     | 0.00%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41541.62     | 0.01%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CLUE OPCO LLC                                           | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53245.35     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| SHRIRAM FINANCE LTD                                     | Shriram Finance Ltd                                                              | CUSIP: 000000000<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203750.56    | 0.03%             | 2027-04-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63231 | PA      | $55781.05     | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128724.93    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93999.08     | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1212822 | PA      | $1012371.13   | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $53949.61     | 0.01%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                               | Aflac Inc                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60542.92     | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                  | Potomac Electric Power Co                                                        | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    117000 | PA      | $97617.32     | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33199.11     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                  | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     35000 | PA      | $34180.83     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36744 | PA      | $34728.56     | 0.00%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34268.27     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8396.95      | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $43903.62     | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                            | Reliance Inc                                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62768.26     | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CCBL CAYMAN 1 CORP                                      | CCBL Cayman 1 Corp Ltd                                                           | CUSIP: 000000000<br>LEI: 549300PPQILFPZT13E12 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $194640.81    | 0.03%             | 2026-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030496<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $717008.79    | 0.10%             | 2039-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1653000 | PA      | $1479176.72   | 0.20%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                       | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49359.81     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1545000 | PA      | $1557251.37   | 0.21%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                        | Lazard Group LLC                                                                 | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26475.88     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $1904933.60   | 0.26%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     30000 | PA      | $30536.11     | 0.00%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $152875.00    | 0.02%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                              | Carvana Co                                                                       | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    153129 | PA      | $173765.67    | 0.02%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                              | Hasbro Inc                                                                       | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19690.61     | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                            | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99908.78     | 0.01%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                      | Crown Americas LLC                                                               | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65747.56     | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53449.19     | 0.01%             | 2026-09-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XGT74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    628050 | PA      | $577078.89    | 0.08%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    439492 | PA      | $433430.12    | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109894 | PA      | $88842.67     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    115000 | PA      | $99951.17     | 0.01%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $585187.50    | 0.08%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                    | Qatar Government International Bonds                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $199702.67    | 0.03%             | 2029-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                | Banco do Brasil SA/Cayman                                                        | CUSIP: 000000000<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $205825.70    | 0.03%             | 2030-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                 | John Deere Capital Corp                                                          | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47041.46     | 0.01%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107260.82    | 0.01%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $233029.24    | 0.03%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1792000 | PA      | $1824620.01   | 0.24%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56153.82     | 0.01%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                       | State Street Corp                                                                | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50128.48     | 0.01%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                     | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10318.49     | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31074.20     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                 | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15075.71     | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34861.47     | 0.00%             | 2027-04-27      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    125000 | PA      | $119408.94    | 0.02%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460800 | PA      | $422982.87    | 0.06%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN THREE                                    | Goodman US Finance Three LLC                                                     | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $59159.86     | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    300000 | PA      | $303029.95    | 0.04%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWIRE PACIFIC MTN FIN                                   | Swire Pacific Mtn Financing HK Ltd                                               | CUSIP: 000000000<br>LEI: 549300UKPSWGA4VYA949 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $189504.01    | 0.03%             | 2030-01-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                      | Regency Centers LP                                                               | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     20000 | PA      | $16707.34     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                      | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93799.45     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                             | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62090.31     | 0.01%             | 2029-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68867.21     | 0.01%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                | African Development Bank                                                         | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    115000 | PA      | $116215.74    | 0.02%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32020.68     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION                                        | LG Energy Solution Ltd                                                           | CUSIP: 000000000<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204585.01    | 0.03%             | 2029-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                | International Flavors & Fragrances Inc                                           | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42647.29     | 0.01%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74035.88     | 0.01%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29080.21     | 0.00%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108783.07    | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $221205.14    | 0.03%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                 | KeyCorp                                                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114728.40    | 0.02%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $91648.42     | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBM3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201766.65    | 0.03%             | 2027-06-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74209.30     | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWQ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40180 | PA      | $37915.73     | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154140.30    | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51213.77     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $586875.00    | 0.08%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                             | TJX Cos Inc/The                                                                  | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65111.91     | 0.01%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $165813.02    | 0.02%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54478.55     | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     30000 | PA      | $26664.57     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81851 | PA      | $85122.58     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61781.28     | 0.01%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221575.24    | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5168.61      | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $113277.89    | 0.02%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56750.28     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134948.60    | 0.02%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $177153.41    | 0.02%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                   | PACCAR Financial Corp                                                            | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61041.61     | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    115000 | PA      | $118655.71    | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    105000 | PA      | $107313.71    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42385.08     | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1178000 | PA      | $1070139.38   | 0.14%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65639.63     | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                            | Stryker Corp                                                                     | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93183.07     | 0.01%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEDER WATERSCHAPSBANK                                   | Nederlandse Waterschapsbank NV                                                   | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |     55000 | PA      | $48294.51     | 0.01%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155832.92    | 0.02%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                           | Kommunekredit                                                                    | CUSIP: 000000000<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | NUSS              | DK        |    200000 | PA      | $202200.30    | 0.03%             | 2027-03-05      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2C9<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    330000 | PA      | $288816.92    | 0.04%             | 2031-01-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                        | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $142070.60    | 0.02%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                               | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81401.43     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                      | Roche Holdings Inc                                                               | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $239450.86    | 0.03%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                           | CME Group Inc                                                                    | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33308.53     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85300 | PA      | $71512.52     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                  | Ares Finance Co II LLC                                                           | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108417.55    | 0.01%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40815.90     | 0.01%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36974.55     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15509.87     | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     40000 | PA      | $38767.48     | 0.01%             | 2030-04-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     30000 | PA      | $28479.04     | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                     | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32659.62     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                        | HealthEquity Inc                                                                 | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38685.23     | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                         | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     54000 | PA      | $39537.61     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                  | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60565.31     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88078.49     | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XMNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979065 | PA      | $816602.25    | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                             | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50947.95     | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERFACE INC                                           | Interface Inc                                                                    | CUSIP: 458665AS5<br>LEI: 549300VXZWQOIDFPU355 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19930.11     | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34972.40     | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                  | Perusahaan Penerbit SBSN Indonesia III                                           | CUSIP: 71567RAS5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $180203.09    | 0.02%             | 2031-06-09      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30244 | PA      | $28754.88     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574288 | PA      | $589400.17    | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294614 | PA      | $276261.37    | 0.04%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564135 | PA      | $476560.19    | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180459.21    | 0.02%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78861 | PA      | $80063.88     | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                           | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10105.43     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                         | Best Buy Co Inc                                                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53327.19     | 0.01%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DIB SUKUK LTD                                           | DIB Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300U3ZMUHC2JQLL56 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203870.13    | 0.03%             | 2029-03-04      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     76000 | PA      | $75159.38     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104611.99    | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $361378.13    | 0.05%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56840.96     | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1298764 | PA      | $1085440.01   | 0.15%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86993.43     | 0.01%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164868 | PA      | $151955.61    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     20000 | PA      | $19438.65     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80878.35     | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                             | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56196.91     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $74517.97     | 0.01%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BK OF JAPAN                                 | Development Bank of Japan Inc                                                    | CUSIP: 25159MBP1<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |      5000 | PA      | $5010.75      | 0.00%             | 2027-08-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50246.05     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82285.63     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                   | AvalonBay Communities Inc                                                        | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     75000 | PA      | $74130.75     | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                     | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    132000 | PA      | $132047.04    | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    125000 | PA      | $109220.91    | 0.01%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    384000 | PA      | $272350.66    | 0.04%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     27000 | PA      | $22421.83     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60477.65     | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance PLC                                    | Ferguson Finance PLC                                                             | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50194.69     | 0.01%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87122.19     | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XKGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169341 | PA      | $171268.43    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                            | AutoZone Inc                                                                     | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51474.36     | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     25000 | PA      | $25340.53     | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73383.25     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $34900.46     | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONGKONG LAND FINANCE                                   | Hongkong Land Finance Cayman Islands Co Ltd/The                                  | CUSIP: 000000000<br>LEI: 254900OHTMO343QAXN81 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $187650.09    | 0.03%             | 2030-05-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $190695.23    | 0.03%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96220.18     | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138287.19    | 0.02%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102207.78    | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103094 | PA      | $92027.78     | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55046.47     | 0.01%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                              | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55316.50     | 0.01%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| THE CAMPBELLS COMPANY                                   | The Campbell's Company                                                           | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45006.91     | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER                                | Harley-Davidson Financial Services Inc                                           | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58908.11     | 0.01%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| AIR LIQUIDE FINANCE                                     | Air Liquide Finance SA                                                           | CUSIP: 00913RAE6<br>LEI: 549300YGXL5Z3R14K812 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $37898.58     | 0.01%             | 2046-09-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                  | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118536.11    | 0.02%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                         | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $188994.11    | 0.03%             | 2029-09-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19259.91     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4636.70      | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30869.80     | 0.00%             | 2032-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1646000 | PA      | $1569358.13   | 0.21%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1042578.13   | 0.14%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9931.08      | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                    | Parker-Hannifin Corp                                                             | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58521.74     | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $673886.72    | 0.09%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81062.96     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150855.72    | 0.02%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201757.98    | 0.03%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                  | Valmont Industries Inc                                                           | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33721.39     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                  | Darden Restaurants Inc                                                           | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12251.67     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198842.42    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                        | Progressive Corp/The                                                             | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     67000 | PA      | $54720.02     | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    844738 | PA      | $675942.52    | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                        | NTT Finance Corp                                                                 | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203714.94    | 0.03%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51755 | PA      | $46262.92     | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                 | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAM0<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43285.60     | 0.01%             | 2029-09-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $152479.83    | 0.02%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1938515.62   | 0.26%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     52000 | PA      | $37871.97     | 0.01%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                           | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52146.22     | 0.01%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505519.73    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30746.94     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                     | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68928.99     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189489 | PA      | $178213.88    | 0.02%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                     | Griffon Corp                                                                     | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64872.39     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1051101.56   | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                | European Investment Bank                                                         | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    400000 | PA      | $413275.53    | 0.06%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION USA CORP                                   | BOC Aviation USA Corp                                                            | CUSIP: 66980Q2D8<br>LEI: 254900QKLTY6MF4Y3P65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209160.70    | 0.03%             | 2028-11-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                    | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $55263.50     | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50870.22     | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                   | JB Hunt Transport Services Inc                                                   | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66529.55     | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102412.28    | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15444.66     | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                 | Principal Financial Group Inc                                                    | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     56000 | PA      | $60046.73     | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101499.31    | 0.01%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                              | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41729.62     | 0.01%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                       | State Street Corp                                                                | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85253.19     | 0.01%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57227.60     | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1575000 | PA      | $1422669.95   | 0.19%             | 2054-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203071.53    | 0.03%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                       | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    875000 | PA      | $900275.03    | 0.12%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10131.35     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54631.28     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                | Visa Inc                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66911.45     | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43929.83     | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                         | Lamb Weston Holdings Inc                                                         | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44201.39     | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                  | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47662.81     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                  | Lumen Technologies Inc                                                           | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21910.10     | 0.00%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    120000 | PA      | $117169.00    | 0.02%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     30000 | PA      | $26085.58     | 0.00%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123497.44    | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $152307.35    | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29491.13     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                             | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24943.10     | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                       | General Mills Inc                                                                | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70423.88     | 0.01%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                     | American Tower Corp                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     74000 | PA      | $73192.16     | 0.01%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                 | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     35000 | PA      | $36306.46     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                             | Prologis LP                                                                      | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     25000 | PA      | $20698.11     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31329QGU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68937 | PA      | $67586.03     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39442.10     | 0.01%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27713 | PA      | $28176.60     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65000.99     | 0.01%             | 2027-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $67398.89     | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                     | Estee Lauder Cos Inc/The                                                         | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47389.20     | 0.01%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64032.75     | 0.01%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55600.91     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                  | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61294.91     | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $42693.24     | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24032.23     | 0.00%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                             | Nutrien Ltd                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $27455.54     | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                            | Comcast Corp                                                                     | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73332.49     | 0.01%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    200000 | PA      | $199575.47    | 0.03%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                                   | GYP Holdings III Corp                                                            | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25289.00     | 0.00%             | 2029-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52234.14     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     90000 | PA      | $54266.45     | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                            | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    107000 | PA      | $102960.35    | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91935.43     | 0.01%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                            | CubeSmart LP                                                                     | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     50000 | PA      | $49961.18     | 0.01%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP                                 | Shinhan Financial Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204089.10    | 0.03%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1338000 | PA      | $1172004.38   | 0.16%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                   | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29419.54     | 0.00%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                  | Commonwealth Edison Co                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44316.23     | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49136 | PA      | $45173.88     | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41092.56     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                    | Republic of Italy Government International Bond                                  | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    260000 | PA      | $179212.96    | 0.02%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                     | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     70000 | PA      | $74796.48     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                 | International Bank for Reconstruction & Development                              | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    245000 | PA      | $256244.39    | 0.03%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                 | Oesterreichische Kontrollbank AG                                                 | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     10000 | PA      | $10298.56     | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28159 | PA      | $25897.44     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                        | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32364.25     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES                                  | Mirae Asset Securities Co Ltd                                                    | CUSIP: 000000000<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $203765.86    | 0.03%             | 2027-01-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393791 | PA      | $397433.95    | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                       | Kommunalbanken AS                                                                | CUSIP: 50048MDD9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     15000 | PA      | $14536.63     | 0.00%             | 2026-10-26      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $128911.59    | 0.02%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34808.12     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14437.57     | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117104.80    | 0.02%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                  | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $219137.60    | 0.03%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    438000 | PA      | $439163.44    | 0.06%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     67000 | PA      | $65063.62     | 0.01%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $834125.00    | 0.11%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37890.44     | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44250.43     | 0.01%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $214045.00    | 0.03%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    205000 | PA      | $213937.30    | 0.03%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                               | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10025.61     | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MANITOBA (PROVINCE OF)                                  | Province of Manitoba Canada                                                      | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      5000 | PA      | $4974.03      | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                             | Trimble Inc                                                                      | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83174.99     | 0.01%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BK OF ENGLAND EURO NOTE                                 | Bank of England Euro Note                                                        | CUSIP: 38376HAK4<br>LEI: YUEDD7W89PH0FV8Q2S28 | Long             | DBT              | NUSS              | GB        |     30000 | PA      | $30302.37     | 0.00%             | 2027-03-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1602421.88   | 0.21%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50823.46     | 0.01%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                     | PayPal Holdings Inc                                                              | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68908.99     | 0.01%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185046.83    | 0.02%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114581.68    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                | Lennox International Inc                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54359.72     | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                      | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79360.55     | 0.01%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                               | Avnet Inc                                                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40731.37     | 0.01%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41135.65     | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                   | Scentre Group Trust 2                                                            | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              |  | AU        |     40000 | PA      | $40017.79     | 0.01%             | 2080-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                         | DR Horton Inc                                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28415.18     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                 | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52186.45     | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                      | Roche Holdings Inc                                                               | CUSIP: 771196BP6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198602.51    | 0.03%             | 2028-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45079.97     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233509.35    | 0.03%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                               | Kellanova                                                                        | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9742.67      | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                    | Waste Management Inc                                                             | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62894.64     | 0.01%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65499 | PA      | $60689.96     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                   | Novartis Capital Corp                                                            | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9746.76      | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703590 | PA      | $590519.48    | 0.08%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                  | CUSIP: 000000000<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204697.90    | 0.03%             | 2032-05-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782846 | PA      | $658124.72    | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2013000 | PA      | $2038005.24   | 0.27%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                     | Moody's Corp                                                                     | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18344.48     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99196.83     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                    | Western Digital Corp                                                             | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61172.53     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181052.18    | 0.02%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2018-B4 Mortgage Trust                                                 | CUSIP: 08161HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    581379 | PA      | $578825.86    | 0.08%             | 2051-07-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                       | Rakuten Group Inc                                                                | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $61202.37     | 0.01%             | 2031-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131866 | PA      | $137457.48    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46865.58     | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61193.93     | 0.01%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                               | Aflac Inc                                                                        | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19663.42     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                            | DNB Bank ASA                                                                     | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     95000 | PA      | $91198.73     | 0.01%             | 2028-03-30      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                   | Level 3 Financing Inc                                                            | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     38489 | PA      | $43551.18     | 0.01%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18432.81     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67871.76     | 0.01%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $40267.30     | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53005 | PA      | $53710.13     | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                      | Sonoco Products Co                                                               | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45510.65     | 0.01%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19179 | PA      | $17716.19     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135667.22    | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4503.18      | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                      | Ally Financial Inc                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107723.79    | 0.01%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                    | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56266.78     | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     49000 | PA      | $47732.94     | 0.01%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81264.69     | 0.01%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XD6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95400 | PA      | $80171.79     | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $25801.39     | 0.00%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                       | Tractor Supply Co                                                                | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13149.39     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                 | Cboe Global Markets Inc                                                          | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17572.11     | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $57111.52     | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                         | WEA Finance LLC                                                                  | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     35000 | PA      | $34583.03     | 0.00%             | 2028-09-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10226.10     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                            | VeriSign Inc                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40010.30     | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                 | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $49186.60     | 0.01%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| Lear Corp                                               | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52655.97     | 0.01%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ATKORE INC                                              | Atkore Inc                                                                       | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27834.83     | 0.00%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2838000 | PA      | $2822036.25   | 0.38%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    140000 | PA      | $134085.55    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     35000 | PA      | $36312.89     | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30832.30     | 0.00%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                | Province of British Columbia Canada                                              | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    135000 | PA      | $140141.15    | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2263000 | PA      | $2282270.87   | 0.31%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                                 | PTC Inc                                                                          | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29396.74     | 0.00%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                      | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     34000 | PA      | $28656.30     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45441.19     | 0.01%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34952.97     | 0.00%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47785.29     | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                               | Adobe Inc                                                                        | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122069.31    | 0.02%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                 | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    135000 | PA      | $131631.22    | 0.02%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                               | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13208.31     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $698468.75    | 0.09%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10077.42     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                           | Open Text Holdings Inc                                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56615.00     | 0.01%             | 2030-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                         | Deere & Co                                                                       | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89250.66     | 0.01%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42183.14     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                        | Kilroy Realty LP                                                                 | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     45000 | PA      | $36371.58     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49419.90     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                        | RELX Capital Inc                                                                 | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94842.66     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99533.33     | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    885000 | PA      | $876841.41    | 0.12%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                      | Voya Financial Inc                                                               | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30358.73     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                    | TTM Technologies Inc                                                             | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33603.45     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113307.97    | 0.02%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    472805 | PA      | $397299.30    | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78319.66     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COEUR MINING INC                                        | Coeur Mining Inc                                                                 | CUSIP: 192108BC1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19541.67     | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                | Encore Capital Group Inc                                                         | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47648.81     | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67037.93     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CAISSE D'AMORT DETTE SOC                                | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2P0<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $602678.82    | 0.08%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $922582.03    | 0.12%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                              | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76833.67     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $552103.13    | 0.07%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                   | Texas Instruments Inc                                                            | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    104000 | PA      | $85000.24     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                  | Korea Development Bank/The                                                       | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201878.89    | 0.03%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56606 | PA      | $49423.86     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66006.98     | 0.01%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                               | Hong Kong Government International Bond                                          | CUSIP: 43858AAD2<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $176617.84    | 0.02%             | 2031-02-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                               | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    170000 | PA      | $194597.10    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $126443.58    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57331.53     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF PHILIPPINE ISLAN                                | Bank of the Philippine Islands                                                   | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | DBT              | CORP              | PH        |    200000 | PA      | $205769.99    | 0.03%             | 2030-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130089.31    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                   | Svensk Exportkredit AB                                                           | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    235000 | PA      | $229260.89    | 0.03%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                                | Abu Dhabi Commercial Bank PJSC                                                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $207352.80    | 0.03%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181671.06    | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                            | QUALCOMM Inc                                                                     | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64655.68     | 0.01%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $302187.50    | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38164 | PA      | $30818.60     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                                       | Service Corp International/US                                                    | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49775.25     | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $200579.53    | 0.03%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                      | Province of Quebec Canada                                                        | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     68000 | PA      | $66829.17     | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49638.86     | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113495 | PA      | $114846.26    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                      | Ohio Power Co                                                                    | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46482.98     | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93143.07     | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                      | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $57092.13     | 0.01%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SWIRE PROPERT MTN FIN                                   | Swire Properties MTN Financing Ltd                                               | CUSIP: 000000000<br>LEI: 549300MYFUCWFUIC4803 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $196162.29    | 0.03%             | 2028-01-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                      | Ally Financial Inc                                                               | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $68386.20     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51837 | PA      | $47836.33     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102524 | PA      | $90216.58     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                     | LSEGA Financing PLC                                                              | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $232057.49    | 0.03%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QCKZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263470 | PA      | $238972.10    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61670 | PA      | $57198.98     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                               | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26929.63     | 0.00%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    537939 | PA      | $543644.14    | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                | Indonesia Government International Bonds                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $131309.75    | 0.02%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100843.38    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                  | Acuity Brands Lighting Inc                                                       | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44642.21     | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     69000 | PA      | $62930.01     | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XBQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326525 | PA      | $275912.02    | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147119 | PA      | $144377.97    | 0.02%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43622.51     | 0.01%             | 2027-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38279.39     | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                   | Republic Services Inc                                                            | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91589.84     | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    502000 | PA      | $506431.72    | 0.07%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $208357.42    | 0.03%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169284.24    | 0.02%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                  | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68806.92     | 0.01%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust            | American Express Credit Account Master Trust                                     | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $521735.99    | 0.07%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                 | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82711.36     | 0.01%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                  | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15390.79     | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                          | Clorox Co/The                                                                    | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44137.41     | 0.01%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314119.74    | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                    | Airport Authority                                                                | CUSIP: 00946AAB0<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $129621.23    | 0.02%             | 2051-02-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86219.42     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                            | WP Carey Inc                                                                     | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |     45000 | PA      | $44944.94     | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $81468.75     | 0.01%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                   | RenaissanceRe Finance Inc                                                        | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49281.58     | 0.01%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $46019.28     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     61000 | PA      | $56103.32     | 0.01%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17616.87     | 0.00%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                     | Dollar General Corp                                                              | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38065.19     | 0.01%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10586.74     | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501355 | PA      | $1204189.22   | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                  | American International Group Inc                                                 | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128956.86    | 0.02%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     41000 | PA      | $29854.08     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                   | Encompass Health Corp                                                            | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54281.19     | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574717 | PA      | $597590.29    | 0.08%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                  | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $45071.93     | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706778 | PA      | $647969.63    | 0.09%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $825500.00    | 0.11%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                          | Ryan Specialty LLC                                                               | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106078.15    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     70000 | PA      | $68884.54     | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Yara International ASA                                  | Yara International ASA                                                           | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |     92000 | PA      | $92575.12     | 0.01%             | 2028-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26432.67     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104916.09    | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                | Microchip Technology Inc                                                         | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107047.55    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | SUMITOMO MITSUI FINL GRP                                                         | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $139125.08    | 0.02%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41903.58     | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                   | Province of Ontario Canada                                                       | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $114738.88    | 0.02%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10628.59     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPCO/FINCO                                     | Go Daddy Operating Co LLC / GD Finance Co Inc                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52136.94     | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1960000 | PA      | $2027068.75   | 0.27%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1155496.88   | 0.15%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                      | Analog Devices Inc                                                               | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39762.27     | 0.01%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86265.73     | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    915875 | PA      | $906051.11    | 0.12%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                    | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94235.44     | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30607.89     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35933 | PA      | $36305.46     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130600 | PA      | $116952.54    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     85000 | PA      | $96411.64     | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143412.16    | 0.02%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                  | Korea Development Bank/The                                                       | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $201908.83    | 0.03%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                    | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     55000 | PA      | $54386.60     | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                 | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50458.66     | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    210000 | PA      | $187233.20    | 0.03%             | 2032-06-09      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98227.62     | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                 | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57042.18     | 0.01%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                          | Whirlpool Corp                                                                   | CUSIP: 963320BA3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19298.59     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65003.90     | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                       | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81720.90     | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                                | Concentra Health Services Inc                                                    | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51851.68     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102168.57    | 0.01%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    652801 | PA      | $613957.08    | 0.08%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                            | ING Groep NV                                                                     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     25000 | PA      | $25597.14     | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                                           | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    122000 | PA      | $123083.90    | 0.02%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                | Piedmont Operating Partnership LP                                                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     15000 | PA      | $13568.65     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                            | CubeSmart LP                                                                     | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     60000 | PA      | $52236.78     | 0.01%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                              | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44278.55     | 0.01%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                              | Humana Inc                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57816.37     | 0.01%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                       | Council Of Europe Development Bank                                               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     95000 | PA      | $96414.09     | 0.01%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer