# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000631
**Filing Date:** 2026-5
**Character Count:** 3911273
**Document Hash:** eb278a1b9d6abe63550dd9d5c26a2df8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000631.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001084380-26-000631

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 261028737

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Bond Index Fund (Series ID: S000026500)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000079523 | Class R6         | TBIIX           |
| C000079524 | Retirement Class | TBIRX           |
| C000079525 | Premier Class    | TBIPX           |
| C000079526 | Class A          | TBILX           |
| C000162579 | Class I          | TBIAX           |
| C000202762 | Class W          | TBIWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** Nuveen Bond Index Fund

- **b. EDGAR series identifier (if any):** S000026500

- **c. LEI of Series:** NCAWRAP0DM0YEWRNTR48

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $21633378868.00

**Total Liabilities:** $245654090.00

**Net Assets:** $21387724778.00

**Delayed Delivery Securities:** $3963450.00

**Cash Not Reported:** $1483.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9157.38000000 | **1-Year:** -884741.35000000 | **5-Year:** -2444688.68000000 | **10-Year:** -3861916.39000000 | **30-Year:** -5048981.25000000

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

- **3-Month:** -85.86000000 | **1-Year:** -684.65000000 | **5-Year:** -1660.08000000 | **10-Year:** -1980.55000000 | **30-Year:** -1371.07000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202762 | 0.23%                | 1.65%                | -1.79%               |
| Class ID C000079524 | 0.31%                | 1.62%                | -1.81%               |
| Class ID C000079526 | 0.20%                | 1.62%                | -1.82%               |
| Class ID C000079523 | 0.23%                | 1.64%                | -1.79%               |
| Class ID C000079525 | 0.21%                | 1.63%                | -1.81%               |
| Class ID C000162579 | 0.21%                | 1.64%                | -1.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-23878952.84            | $10328196.70                               |
| Month 2  | $-14005240.43            | $300317689.26                              |
| Month 3  | $-11243428.41            | $-448921772.30                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933229.33    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36295KVA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     32576 | PA      | $34337.01     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377792.49    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MD3H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    352486 | PA      | $347583.31    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | Tanger Properties LP                                                             | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247953.05    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | Bunge Ltd                                                                        | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987087.41    | 0.00%             | 2033-03-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1506062.45   | 0.01%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                    | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495062.09   | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $681106.53    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994782.28    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy, Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495554.00    | 0.00%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                              | Sentara Healthcare                                                               | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | MUN               | US        |    425000 | PA      | $267372.48    | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                         | CUSIP: 718286DJ3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $977807.67    | 0.00%             | 2031-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519254 | PA      | $513886.86    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                        | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    500000 | PA      | $402301.48    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | Ares Strategic Income Fund                                                       | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499224.49    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $325473.92    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1128038.88   | 0.01%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Janus Henderson US Holdings Inc                                                 | Janus Henderson US Holdings, Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997021.32    | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307AEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     74937 | PA      | $74017.91     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                           | BayCare Health System, Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $566012.34    | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419ASD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117530 | PA      | $118781.25    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8615000 | PA      | $5488360.72   | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8464452 | PA      | $8750863.33   | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | Duke University                                                                  | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |    500000 | PA      | $368209.23    | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | Puget Energy, Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969108.65    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $754464.07    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88984.52     | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot, Inc                                                                  | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587795.04    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2715561.27   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34491014 | PA      | $29247108.27  | 0.14%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FY83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    303917 | PA      | $309512.33    | 0.00%             | 2041-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                      | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $265225.39    | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | Canadian National Railway Co                                                     | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $986079.16    | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                                                  | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $857780.50    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E WILDFIRE RECOVERY                                                           | CUSIP: 693342AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $233871.91    | 0.00%             | 2039-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE Energy Co                                                                    | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    327000 | PA      | $316310.64    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   4650000 | PA      | $4639209.12   | 0.02%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019865.00   | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292236.86    | 0.00%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973395.38   | 0.01%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                        | Celulosa Arauco y Constitucion S.A.                                              | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    375000 | PA      | $368738.89    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019217.63   | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2949564.96   | 0.01%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1463967.23   | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    875000 | PA      | $876598.60    | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EVB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3008543 | PA      | $3110343.46   | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477134.65    | 0.00%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $900737.47    | 0.00%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | Verizon Master Trust                                                             | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999864.80    | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370231.70    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $766861.18    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24397908 | PA      | $24870426.33  | 0.12%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                     | Southern Co                                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2418727.75   | 0.01%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                         | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191385.79   | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  33374557 | PA      | $28730417.61  | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                            | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1775187 | PA      | $1695930.59   | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG Resources, Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498487.62    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5984 | PA      | $5934.40      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YU88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7893 | PA      | $7904.96      | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1491699.46   | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417VFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       833 | PA      | $849.84       | 0.00%             | 2035-07-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX Capital, Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007405.03   | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2754557.13   | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128K7ZU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1748 | PA      | $1732.51      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    700000 | PA      | $586225.14    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                           | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1903432.00   | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3089968.20   | 0.01%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449589.69    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc                                                                     | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983244.45    | 0.00%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1509125.13   | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790110.43    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $614826.83    | 0.00%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2264669.61   | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32242733 | PA      | $31812416.29  | 0.15%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                              | MedStar Health, Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    135000 | PA      | $97222.67     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                     | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $721551.83    | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C12 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $527932.90    | 0.00%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1991784.61   | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989350.28    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | Augusta SpinCo Corp                                                              | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $275065.94    | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419667.96    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974730.69    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1744063.48   | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4638440.60   | 0.02%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1551801.00   | 0.01%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410G4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1629 | PA      | $1722.21      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | Marvell Technology, Inc                                                          | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016109.85   | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877898.72    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp                                                               | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    750000 | PA      | $618522.35    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980593.62   | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    500000 | PA      | $393989.64    | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                           | Cottage Health Obligated Group                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $334378.72    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1510591.28   | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1031807.29   | 0.00%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | Tampa Electric Co                                                                | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82778.57     | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DUVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11239356 | PA      | $9622483.25   | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | Bunge Ltd                                                                        | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968147.53    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                        | American Airlines Pass Through Trust                                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336088 | PA      | $327437.18    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $708704.92    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1516101.38   | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14145932 | PA      | $12178213.02  | 0.06%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                          | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1603517.44   | 0.01%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $948345.98    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $47955078.00  | 0.22%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                        | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1651638.15   | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                               | Howard University                                                                | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1648513.14   | 0.01%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU                                                  | Texas Private Activity Bond Surface Transportation Corp                          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $343249.31    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    455000 | PA      | $514942.26    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $354764.00    | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416KLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       878 | PA      | $895.43       | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $787899.00    | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960524.31    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1042103.81   | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999998.40    | 0.00%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08161NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1326964.20   | 0.01%             | 2053-02-15      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2944 | PA      | $2928.93      | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile US, Inc                                                                 | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2607017.20   | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co                                                                  | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    500000 | PA      | $320467.89    | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968112.64    | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | International Finance Corp                                                       | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4359329.45   | 0.02%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866278.45    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $750772.50    | 0.00%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    302714 | PA      | $285491.08    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group, Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $794362.42    | 0.00%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230814.61    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX Corp                                                                        | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $504429.85    | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA Sustainable Infrastructure Capital, Inc                                       | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $630661.45    | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | Colgate-Palmolive Co                                                             | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010159.80   | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | Morgan Stanley Bank NA                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021405.58   | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                | Markel Group, Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973306.25    | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232344.45    | 0.00%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OREGON ST SCH BRDS ASSN SHORT-                                                  | Oregon School Boards Association                                                 | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    186886 | PA      | $189570.21    | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1253647.35   | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40324792 | PA      | $34124665.70  | 0.16%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                             | Bank of Nova Scotia                                                              | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $883207.85    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | Kimco Realty OP LLC                                                              | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491181.98    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                     | Textron, Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470678.25    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                                  | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $492265.65    | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5808351 | PA      | $5445703.88   | 0.03%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCo, Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $958986.43    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $685329.29    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3460409.12   | 0.02%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V18 Mortgage Trust                                               | Benchmark Mortgage Trust                                                         | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1019140.20   | 0.00%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3916289.30   | 0.02%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $963355.20    | 0.00%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | Assurant, Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301261.55    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | Quest Diagnostics, Inc                                                           | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502240.31    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1311550.26   | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170044.69    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006579.90   | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927616.78    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $797667.86    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410NQQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7535 | PA      | $7875.01      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FY75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    663459 | PA      | $657588.88    | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156226.18    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | Georgia Power Co                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531781.87   | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7R54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     19707 | PA      | $19358.31     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | Adobe, Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001366.24   | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                                                               | Claremont McKenna College                                                        | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $645072.62    | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO Logistics, Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049364.57   | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | Nissan Auto Lease Trust                                                          | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006749.90   | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C2                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $519639.20    | 0.00%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994715.42    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    750000 | PA      | $796090.10    | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1955344.34   | 0.01%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9DF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    130103 | PA      | $128918.02    | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8XX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    176615 | PA      | $181731.01    | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  31574567 | PA      | $26749467.28  | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413BQ38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9672 | PA      | $10047.07     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2656869.27   | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | McCormick & Co, Inc                                                              | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495148.49    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    700000 | PA      | $537112.04    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                             | Commonwealth Financing Authority                                                 | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $92068.98     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    825000 | PA      | $649676.18    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4981445.30   | 0.02%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510891.58    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138LQ3J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29251 | PA      | $29044.43     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                | Commonwealth of Massachusetts                                                    | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    100000 | PA      | $78665.97     | 0.00%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                            | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1442072.60   | 0.01%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $255170.99    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412VDS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13376 | PA      | $13227.84     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939106.44    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998242.77    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $627889.63    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                             | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1915000 | PA      | $1838679.17   | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    750000 | PA      | $713672.84    | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Kenvue Inc                                                                      | Kenvue, Inc                                                                      | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018021.89   | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1027308.17   | 0.00%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    550000 | PA      | $318870.63    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                         | American Airlines                                                                | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324928 | PA      | $290334.78    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2000000 | PA      | $1709121.88   | 0.01%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Corp Andina de Fomento                                                          | Corp Andina de Fomento                                                           | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    270000 | PA      | $270461.70    | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470610.71    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522799.13    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $735975.80    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas, Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058721.28   | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp                                                                    | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481592.50   | 0.01%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials, Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000359.57   | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1629903.36   | 0.01%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517679.05    | 0.00%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                           | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $4032875.80   | 0.02%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296QY86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     95427 | PA      | $95000.08     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                               | Hormel Foods Corp                                                                | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1348031.18   | 0.01%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FDY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      3291 | PA      | $3396.49      | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                             | Ford Credit Auto Owner Trust                                                     | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504594.70    | 0.00%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE Vernova, Inc                                                                  | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988639.64    | 0.00%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                        | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761390.24    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032799.02   | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | Hershey Co                                                                       | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015800.32   | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                           | Kentucky Utilities Co                                                            | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $268598.16    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    875000 | PA      | $704564.04    | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43967427 | PA      | $35677991.22  | 0.17%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2552063.10   | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969683.90   | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2840098.53   | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3257241.30   | 0.02%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984630.21    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                        | Interstate Power and Light Co                                                    | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317638.80    | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                      | CNH Equipment Trust                                                              | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $567815.67    | 0.00%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $941830.21    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  34732134 | PA      | $29424381.40  | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1265998.00   | 0.01%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co                                                         | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $313087.77    | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                         | Sierra Pacific Power Co                                                          | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492836.56    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  68959483 | PA      | $55976333.89  | 0.26%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $380603.76    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMware, Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1009374.00   | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2051656.08   | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493732.42    | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                            | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007466.64   | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4531914.09   | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co                                                              | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969600.56    | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1015100.36   | 0.00%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                       | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902301.48    | 0.00%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | Public Service Co of Oklahoma                                                    | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006415.09   | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993400.04    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                           | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $494292.07    | 0.00%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048728.61   | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5965 | PA      | $5914.82      | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476051.51    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | National Grid plc                                                                | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1043080.90   | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2669157.00   | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                 | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158094.06    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1966622.57   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031925.00   | 0.00%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | Store Capital LLC                                                                | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991287.95    | 0.00%             | 2031-02-11      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770012.87    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | Connecticut Light and Power Co                                                   | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991596.11    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $948460.68    | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                         | American Electric Power Co, Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033323.48   | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE Gas, Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90871.49     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1400231.15   | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                                   | Sales Tax Securitization Corp                                                    | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $800515.10    | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                 | Ross Stores, Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438699.21    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                  | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292310.00    | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36176WYH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    343901 | PA      | $330617.80    | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $927085.03    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298894.10    | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    750000 | PA      | $515784.35    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6592638 | PA      | $6051465.39   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420319.36    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391U2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       637 | PA      | $633.83       | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7M94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    337159 | PA      | $334090.56    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | Camden Property Trust                                                            | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533446.82    | 0.00%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1388758.02   | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2740000 | PA      | $3263728.53   | 0.02%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                                  | Dallas Fort Worth International Airport                                          | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $190181.74    | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511594.23    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1287425 | PA      | $1179253.03   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237868.47    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                        | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494796.86    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3375268.59   | 0.02%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    500000 | PA      | $403803.60    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1500000 | PA      | $1518894.41   | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG.                                                | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   3000000 | PA      | $2972999.16   | 0.01%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028153.12   | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                     | Private Export Funding Corp                                                      | CUSIP: 742651EC2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978532.82    | 0.00%             | 2030-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P73Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    536933 | PA      | $525159.61    | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                         | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    750000 | PA      | $768094.19    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                             | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $780950.00    | 0.00%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 116238148 | PA      | $98779032.06  | 0.46%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QLRD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7673 | PA      | $7886.80      | 0.00%             | 2036-02-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | Coterra Energy, Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952174.71    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387087.02    | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ALPA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1175 | PA      | $1162.80      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163810.80    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20567968.80  | 0.10%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HJ5Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1015816.20   | 0.00%             | 2029-11-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $319396.48    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    990000 | PA      | $844816.50    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487962.28    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926001.33    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20074218.80  | 0.09%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3090297.42   | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015604.84   | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    937393 | PA      | $905426.13    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    325000 | PA      | $293464.92    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36180CY52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    489979 | PA      | $447448.57    | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    850000 | PA      | $543338.75    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007454.04   | 0.01%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $15293750.00  | 0.07%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-A                                           | Hyundai Auto Receivables Trust                                                   | CUSIP: 44935CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003715.10   | 0.00%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | Council Of Europe Development Bank                                               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1529380.35   | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                         | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1705000 | PA      | $1773913.61   | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941487.39    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                      | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020593.99   | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19892968.80  | 0.09%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292KKU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      8911 | PA      | $9359.82      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009566.34   | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $745563.32    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    750000 | PA      | $529201.69    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491083.65    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2617417.56   | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | Kilroy Realty LP                                                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964081.36    | 0.00%             | 2035-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                      | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996625.42    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                        | Trustees of the University of Pennsylvania                                       | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $312410.49    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                          | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198599.52    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $332030.11    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                              | Smith & Nephew plc                                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $889975.57    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417F3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712354 | PA      | $652150.97    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                             | LYB International Finance BV                                                     | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $451537.81    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1554589.11   | 0.01%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $462190.07    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCo, Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237081.87    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                            | Jacobs Solutions, Inc                                                            | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487624.19    | 0.00%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905332.55    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                        | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196250.44    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $949363.36    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MEE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35518 | PA      | $37260.49     | 0.00%             | 2039-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89103.45     | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                            | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027738.89   | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429118.83    | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1001003.87   | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241KK31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2602 | PA      | $2655.55      | 0.00%             | 2036-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3315990 | PA      | $2889854.32   | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                        | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $840224.65    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019164.70   | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2378140.16   | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24877929.75  | 0.12%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $363214.15    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    450000 | PA      | $362087.77    | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1327777.42   | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1579078.55   | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2035989.77   | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    343000 | PA      | $337646.48    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International S.A.                                         | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $353580.96    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $13691562.64  | 0.06%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4601929 | PA      | $4782432.61   | 0.02%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | Quest Diagnostics, Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993168.87    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984770.93    | 0.00%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L5A37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   8077263 | PA      | $7404927.12   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                             | Harley-Davidson, Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155559.72    | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1531695.24   | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $513787.39    | 0.00%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BAC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    613768 | PA      | $587456.89    | 0.00%             | 2034-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $712558.42    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                      | Toyota Auto Receivables Owner Trust                                              | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010573.70   | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5185869 | PA      | $4565300.05   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8F40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2737478 | PA      | $2579087.84   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007569.16   | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009193.61   | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $343980.05    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KEXC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2497 | PA      | $2568.48      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $735973.08    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471880.34    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                          | John Deere Owner Trust                                                           | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008231.10   | 0.00%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3999744 | PA      | $4135083.78   | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MEMORIAL                                                           | Northwestern Memorial Healthcare Obligated Group                                 | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $606895.40    | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYZK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224000 | PA      | $1174003.88   | 0.01%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                          | Valero Energy Partners LP                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300061.97    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST UNIV                                                            | Pennsylvania State University                                                    | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    205000 | PA      | $137835.60    | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2155514.70   | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | Hess Corp                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1208970.36   | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553067.63   | 0.01%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    575000 | PA      | $411817.66    | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | Santander Holdings USA, Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774930.77    | 0.00%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13289 | PA      | $13179.47     | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $788602.58    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $1489713.02   | 0.01%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                | Puget Energy, Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007275.79   | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6JC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1542 | PA      | $1588.58      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | Chubb INA Holdings, Inc                                                          | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011109.22   | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                               | NorthWestern Corp                                                                | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162275.78    | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014024.47   | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | American International Group, Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505023.12    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6EF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     49296 | PA      | $49881.86     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $924893.04    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455687.73    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470318.54    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | Allstate Corp                                                                    | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185440.93    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1634179.84   | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                            | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $134161.46    | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                              | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $306442.23    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31287QER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     13798 | PA      | $14504.70     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2794926.38   | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    656431 | PA      | $622178.65    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YR82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213614 | PA      | $211405.14    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYTW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1805123 | PA      | $1563283.84   | 0.01%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7Z82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      8896 | PA      | $8815.05      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20242350 | PA      | $20634387.28  | 0.10%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $183890.98    | 0.00%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975965.60    | 0.00%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495583.18   | 0.01%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  14493000 | PA      | $14768367.00  | 0.07%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA, Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917424.00    | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                    | Tapestry, Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378894.71    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $31033750.08  | 0.15%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    199269 | PA      | $197547.00    | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  14206882 | PA      | $11742998.20  | 0.05%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487893.04    | 0.00%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22628998 | PA      | $22335118.62  | 0.10%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | Synopsys, Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912165.46   | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                       | Jabil, Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    750000 | PA      | $720573.36    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1949871.38   | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999908.32   | 0.02%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XQZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2321874 | PA      | $2422508.46   | 0.01%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                        | Nationwide Financial Services, Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19840.32     | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | Tampa Electric Co                                                                | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161228.29    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | Baidu, Inc                                                                       | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $506976.62    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36178NCV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    662207 | PA      | $614853.79    | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC Bank NA                                                                      | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    475000 | PA      | $446989.23    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2575000 | PA      | $2408526.25   | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $924146.15    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $679775.68    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417KYN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1892 | PA      | $1915.51      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423760.25    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986965.89    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                                        | American Airlines Pass Through Trust                                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473285 | PA      | $458607.14    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | Essex Portfolio LP                                                               | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $650331.32    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $142437.38    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277970.42    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15009375.00  | 0.07%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4405421.75   | 0.02%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11422601 | PA      | $9662743.54   | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1149803.42   | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240606.14    | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $390044.27    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196065.28    | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235892.19    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                          | Marriott International, Inc                                                      | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915697.13    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251144.59    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP                                                                   | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1451802.60   | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138NY4T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3161346 | PA      | $2895166.52   | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    700000 | PA      | $705698.78    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $943152.98    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $980465.74    | 0.00%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                            | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2864925.27   | 0.01%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397091.44    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16344578 | PA      | $16426943.65  | 0.08%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | Revvity, Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262031.02    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985112.54    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dayton Power & Light Co/The                                                     | Dayton Power & Light Co                                                          | CUSIP: 240019BX6<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990930.27    | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $366125.19    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780EG7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $465849.57    | 0.00%             | 2056-02-21      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494755.15    | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $822954.97    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1623667.73   | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1211299 | PA      | $1142416.49   | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2597696.90   | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                      | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1318175.90   | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                                                      | Leidos, Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036635.46   | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1984196 | PA      | $1931608.43   | 0.01%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2149954.32   | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410FCZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1619 | PA      | $1663.00      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EH5D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229585 | PA      | $240823.56    | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3883861.40   | 0.02%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                            | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1088417.25   | 0.01%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292149.28    | 0.00%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $710259.31    | 0.00%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1215000 | PA      | $1300960.76   | 0.01%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    750000 | PA      | $671608.70    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $789806.59    | 0.00%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38415990 | PA      | $31103132.36  | 0.15%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1616711.85   | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | Motorola Solutions, Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022391.30   | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $937037.11    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1575667.11   | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022808.16   | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1657 | PA      | $1643.17      | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058987.08   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co                                                   | Southern California Edison Co                                                    | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $714856.71    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1015655.06   | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                  | CarMax Auto Owner Trust                                                          | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436961 | PA      | $441318.95    | 0.00%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                     | Private Export Funding Corp                                                      | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012016.81   | 0.00%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp                                                                    | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $340806.37    | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513507.67   | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                         | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455553.41    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                | Benchmark Mortgage Trust                                                         | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $514282.30    | 0.00%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $617883.12    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $804013.99    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432664.88    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81746.81     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1015162.00   | 0.00%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | Federal Realty OP LP                                                             | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1250672.85   | 0.01%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36295QGJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     12620 | PA      | $12954.09     | 0.00%             | 2038-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                           | Bank5                                                                            | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512829.45    | 0.00%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CubeSmart LP                                                                     | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394758.23    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $707582.02    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QJ2T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13945 | PA      | $14276.23     | 0.00%             | 2037-04-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| INGERSOLL-RAND GL HLD CO                                                        | Trane Technologies Global Holding Co Ltd                                         | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396286.10    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank                                                            | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $983851.89    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                        | Safehold GL Holdings LLC                                                         | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525398.01    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842390.00    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464544.04   | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2401918 | PA      | $2242839.88   | 0.01%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31388GVV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       101 | PA      | $104.48       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                                | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488025.48    | 0.00%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    775000 | PA      | $560484.19    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2060201.12   | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028001.06   | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3164239 | PA      | $2991807.89   | 0.01%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425926.25    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP                                                  | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $224323.51    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1317369.90   | 0.01%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                                           | Ahold Finance USA LLC                                                            | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21354.34     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | Federal Home Loan Banks                                                          | CUSIP: 3130B7QM9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $996525.08    | 0.00%             | 2027-09-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $74850585.75  | 0.35%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984758.10    | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021835.20   | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     24867 | PA      | $24644.78     | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | Xcel Energy, Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510366.03    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMTK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1543851 | PA      | $1500619.09   | 0.01%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1964076.68   | 0.01%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $399272.61    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4945348 | PA      | $4354584.10   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1591968.12   | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418ESQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1904392 | PA      | $1747472.86   | 0.01%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JQE79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2759 | PA      | $2840.43      | 0.00%             | 2040-06-01      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2566034.93   | 0.01%             | 2031-02-22      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495841.24    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404250.89    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $874500.00    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292KZ67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     21690 | PA      | $21948.31     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257611.39    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9U91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    334896 | PA      | $330809.68    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1556485.70   | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                      | Volkswagen Auto Loan Enhanced Trust                                              | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503344.90    | 0.00%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                           | Province of New Brunswick Canada                                                 | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $496887.20    | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                           | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    475000 | PA      | $294375.26    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1011516.34   | 0.00%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $990999.87    | 0.00%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | Ingersoll Rand, Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129860.46    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998729.29    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7MH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      6897 | PA      | $7126.29      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2858346.37   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84500000 | PA      | $84882890.63  | 0.40%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312928NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     28359 | PA      | $29083.80     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                               | Iberdrola International BV                                                       | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $449806.20    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                        | World Omni Auto Receivables Trust                                                | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012563.10   | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    675000 | PA      | $670337.50    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | Kimco Realty OP LLC                                                              | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010297.82   | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492149.14   | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296RT56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     27438 | PA      | $28383.46     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97132.05     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2500000 | PA      | $2203275.75   | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | Suzano Austria GmbH                                                              | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $664723.92    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $597950.10    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $434542.75    | 0.00%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1021973.36   | 0.00%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299525.67    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962872.84   | 0.01%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | Ares Strategic Income Fund                                                       | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478988.63    | 0.00%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                             | Commonwealth Financing Authority                                                 | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $93713.61     | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $749174.75    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCo, Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323137.32    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902395.22    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158927.37    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                        | Ameriprise Financial, Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347046.69    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                          | Arch Capital Group Ltd                                                           | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $429205.12    | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417NT68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15466 | PA      | $15630.46     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KeyCorp                                                                          | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496152.45    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917538.62    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473607.92    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy, Inc                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514563.50    | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $270872.78    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289340 | PA      | $277428.18    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1941200.00   | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | Uruguay Government International Bond                                            | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2801913 | PA      | $2858371.55   | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984094.58    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                         | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $885475.72    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486009.41    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    225000 | PA      | $216133.87    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                        | Precision Castparts Corp                                                         | CUSIP: 740189AN5<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379125.79    | 0.00%             | 2035-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2049325.88   | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1038010.18   | 0.00%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | Equitable Holdings, Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    456000 | PA      | $454921.79    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1012697.81   | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5684527 | PA      | $5634985.88   | 0.03%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | Abbott Laboratories                                                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736813.37    | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL Holdings, Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495717.02    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | Interstate Power and Light Co                                                    | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    650000 | PA      | $619928.51    | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247914.98    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397156 | PA      | $403359.28    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | Federal Home Loan Banks                                                          | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  13875000 | PA      | $13679218.62  | 0.06%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                        | University of Southern California                                                | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | MUN               | US        |    200000 | PA      | $157133.23    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513704.51    | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18888919 | PA      | $14632026.67  | 0.07%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033418.53   | 0.00%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                              | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1309179.63   | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1285910.94   | 0.01%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11646674 | PA      | $10498966.75  | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    300000 | PA      | $246769.44    | 0.00%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31407CRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23030 | PA      | $23241.52     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998497.93    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989602.39    | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                             | American International Group, Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1214924.69   | 0.01%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292H4U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      7008 | PA      | $6896.78      | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WM7J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1757190 | PA      | $1644043.60   | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1769500.38   | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31404UKL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6096 | PA      | $6015.89      | 0.00%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2063086.50   | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305496.58    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                    | Evergy Metro, Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    650000 | PA      | $518652.37    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay, Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1116463.06   | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2599813 | PA      | $2650882.95   | 0.01%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465111.54    | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services, Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765485.69    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                  | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535594.76   | 0.01%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                    | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1392264.38   | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp                                                              | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972014.17    | 0.00%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                  | JPMBB Commercial Mortgage Securities Trust                                       | CUSIP: 46645LBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498419 | PA      | $492376.15    | 0.00%             | 2049-03-17      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                            | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $883965.32    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  24461242 | PA      | $24955758.16  | 0.12%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505706.20    | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875138.30    | 0.00%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $442559.40    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930629.69    | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                              | Ohio Power Co                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1119934.44   | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                       | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2982148.50   | 0.01%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR14                                                                | BANK5                                                                            | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1033995.20   | 0.00%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2705 | PA      | $2843.86      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                           | Hyundai Auto Receivables Trust                                                   | CUSIP: 44934QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $383972.90    | 0.00%             | 2030-09-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $409379.51    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269403.35    | 0.00%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2855655.63   | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E5G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    429979 | PA      | $436843.12    | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40676562.40  | 0.19%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                       | Keysight Technologies, Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513646.64    | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E7C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4992203 | PA      | $5161314.98   | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HIGHWAY & TRANSPRT                                                  | Missouri Highway & Transportation Commission                                     | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $513989.95    | 0.00%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $18903125.00  | 0.09%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | Procter & Gamble Co                                                              | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1914241.26   | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International, Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $197023.49    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028022.79   | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402MXS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4880 | PA      | $4883.01      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                    | Tapestry, Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150258.58    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy, Inc                                                                 | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464266.76   | 0.01%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $717974.05    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $916928.08    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group plc                                                               | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    825000 | PA      | $770409.28    | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268552.09    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                          | Church & Dwight Co, Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    725000 | PA      | $649530.77    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand, Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510537.09    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31374TMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.76         | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7214946 | PA      | $6894080.97   | 0.03%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $7464843.75   | 0.03%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9274908 | PA      | $9397004.57   | 0.04%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                              | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1050000 | PA      | $971926.10    | 0.00%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $442408.63    | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group, Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87010.32     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $680313.85    | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $338693.56    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                          | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164066.43    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705228.19    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                         | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $697615.20    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                       | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981590.19    | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936402.96   | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                        | Fox Corp                                                                         | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    650000 | PA      | $599067.09    | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470685.40    | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                         | Delta Air Lines Pass Through Trust                                               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201340 | PA      | $194696.54    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297HDY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2699 | PA      | $2757.60      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36241LSN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    104382 | PA      | $107716.76    | 0.00%             | 2040-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1362284.51   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3008861.10   | 0.01%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31415WA29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20004 | PA      | $20512.99     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4LY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22807 | PA      | $23105.75     | 0.00%             | 2037-08-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599516.21    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                         | Providence St. Joseph Health Obligated Group                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $74008.40     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414MQ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3943 | PA      | $4160.91      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                           | Mohawk Industries, Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514406.65    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WPJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243524 | PA      | $240032.56    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7M59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2030 | PA      | $2049.40      | 0.00%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262981.43    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028722.04   | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470576.57    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027450.26   | 0.00%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                            | National Fuel Gas Co                                                             | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $999974.78    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1250000 | PA      | $918343.93    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108276.74    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                                                  | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1154735.30   | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184034.40    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177378.54    | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017356.43   | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6855000 | PA      | $5800957.10   | 0.03%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | Synopsys, Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007354.87   | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $977089.04    | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474891.00    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163BBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1288353.45   | 0.01%             | 2054-01-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7526676 | PA      | $7113880.18   | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLG REVE                                                  | Commonwealth of Massachusetts                                                    | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $992495.70    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335AFH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3400480 | PA      | $3362127.27   | 0.02%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA FEDERAL AID HIGHWAY FI                                                  | Alabama Federal Aid Highway Finance Authority                                    | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $65258.27     | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                               | L3Harris Technologies, Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    175000 | PA      | $165284.86    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                          | Duke University Health System, Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $314055.62    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Restoration Bond Co III LLC                                  | CenterPoint Energy Restoration Bond Co III LLC                                   | CUSIP: 15202GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984447.80    | 0.00%             | 2035-06-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                          | Baker Hughes Holdings LLC                                                        | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765533.51    | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                            | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505321.69    | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1050886.49   | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31401PF25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12117 | PA      | $12123.69     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16493 | PA      | $16505.46     | 0.00%             | 2030-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2092289.30   | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | Consumers Energy Co                                                              | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502071.94    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1500000 | PA      | $789525.00    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416694.48    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $124305.60    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1844678.28   | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993204.55    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    900000 | PA      | $659204.51    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539820.53    | 0.00%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | Council Of Europe Development Bank                                               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $755123.10    | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      7773 | PA      | $7950.77      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2187901.53   | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40262109 | PA      | $31215859.27  | 0.15%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                   | J M Smucker Co                                                                   | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138226.85    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98000000 | PA      | $97866015.38  | 0.46%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240155.19    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | Tampa Electric Co                                                                | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002873.73   | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427684.38    | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1319957.55   | 0.01%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                        | Public Service Enterprise Group, Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886300.79    | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    850000 | PA      | $620964.03    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181291.52    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92766.36     | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1060805.87   | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928661.72    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022916.89   | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1271953.19   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $107916015.90 | 0.50%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FSF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     45562 | PA      | $46081.48     | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities, Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156107.21    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958532 | PA      | $1739514.45   | 0.01%             | 2054-02-15      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507863.93    | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1534637 | PA      | $1565975.94   | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | Airbnb, Inc                                                                      | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997746.70    | 0.00%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                         | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270314.12    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297422.26    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                          | American Honda Finance Corp                                                      | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991483.77    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $994654.35    | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                         | Fidelity National Financial, Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440985.54    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP, Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889354.56    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                          | Old Republic International Corp                                                  | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $350766.28    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                          | Hoag Memorial Hospital Presbyterian                                              | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $746067.20    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7Q71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     16459 | PA      | $16356.22     | 0.00%             | 2031-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2155181.03   | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350060.44    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292KZ59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     28422 | PA      | $28163.04     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5843998 | PA      | $4947293.22   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                  | McCormick & Co, Inc                                                              | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460659.50    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                                              | Daimler Trucks Retail Trust                                                      | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $481123.80    | 0.00%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021856.35   | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                             | Leland Stanford Junior University                                                | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | MUN               | US        |    300000 | PA      | $231677.86    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534856.12   | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                       | ORIX Corp                                                                        | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $508102.15    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916646.04    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1112845.83   | 0.01%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055989.06   | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492343.45    | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                          | Diageo Investment Corp                                                           | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85257.23     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | Diageo Capital plc                                                               | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1561098.72   | 0.01%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $175612.11    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | Cenovus Energy, Inc                                                              | CUSIP: 15135UAX7<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $994358.82    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | General Dynamics Corp                                                            | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $810119.70    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981269.11    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703055.63    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                         | Harley-Davidson Motorcycle Trust                                                 | CUSIP: 41284PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    620000 | PA      | $621024.80    | 0.00%             | 2032-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     24413 | PA      | $24995.78     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1005487.20   | 0.00%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5150000 | PA      | $5114722.50   | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1858985.32   | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1500000 | PA      | $1300517.40   | 0.01%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                                | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011287.50   | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                       | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2197227.23   | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $41360156.04  | 0.19%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA Sustainable Infrastructure Capital, Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    675000 | PA      | $693142.01    | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394535.84    | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107409 | PA      | $108184.08    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | Franklin Resources, Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    750000 | PA      | $660269.74    | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32750000 | PA      | $33002021.40  | 0.15%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014360.46   | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36296B5C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       664 | PA      | $677.55       | 0.00%             | 2038-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312941F69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    273392 | PA      | $270902.84    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829117.75    | 0.00%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296NMS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     22990 | PA      | $23138.53     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association (GNMA)                                  | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5285407 | PA      | $4721975.55   | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716575.36    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ERJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3527975 | PA      | $3565499.30   | 0.02%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QRMV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   4638040 | PA      | $4360547.67   | 0.02%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA Credit Card Trust                                                             | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2210000 | PA      | $2218308.05   | 0.01%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017234.07   | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995038.75    | 0.00%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                          | Methodist Hospital                                                               | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $607750.68    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008967.85   | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1339767.90   | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  53701620 | PA      | $43658345.31  | 0.20%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCo, Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1229753.49   | 0.01%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1018095.67   | 0.00%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                | Emory University                                                                 | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | MUN               | US        |    500000 | PA      | $454511.17    | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1161274.08   | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009811.81   | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $921875.00    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002292.05   | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410KNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58087 | PA      | $60932.82     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4379119 | PA      | $4159392.60   | 0.02%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $160340.78    | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870349.89    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1688166.40   | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                    | Adventist Health System                                                          | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $990271.50    | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                       | Aptiv plc                                                                        | CUSIP: 03835VAF3<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $80562.16     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E3E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2071 | PA      | $2055.94      | 0.00%             | 2039-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings, Inc                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $900750.15    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | Haleon US Capital LLC                                                            | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1409469.93   | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | Dow Chemical Co                                                                  | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990616.81    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038103.88   | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1180138.78   | 0.01%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2200159.03   | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                           | Flowserve Corp                                                                   | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441355.28    | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410F2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4885 | PA      | $4920.96      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1950000 | PA      | $1959745.65   | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254246.03    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                         | Prudential Funding Asia plc                                                      | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $190285.06    | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5990902 | PA      | $6142770.67   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                              | CUSIP: 200474BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535655 | PA      | $522621.60    | 0.00%             | 2048-02-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     58732 | PA      | $59661.51     | 0.00%             | 2042-07-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1031192.42   | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476432.68    | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                      | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $991432.58    | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507691.23    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312932LN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    262356 | PA      | $259967.52    | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953371.91    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR16                                                                | BANK5                                                                            | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510179.05    | 0.00%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2241581.75   | 0.01%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6907287 | PA      | $6268278.86   | 0.03%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944136.08    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities, Inc                                                         | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493016.62    | 0.00%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    400000 | PA      | $327320.56    | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505422.20    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                       | Orange S.A.                                                                      | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $870869.40    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                             | Rockwell Automation, Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392249.63    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | National Grid plc                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1019024.39   | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498059.71    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    126000 | PA      | $119457.39    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | Amrize Finance US LLC                                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502953.09    | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                            | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2425000 | PA      | $2143457.50   | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1500000 | PA      | $1557680.48   | 0.01%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                  | TR Finance LLC                                                                   | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141230.20    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901293.32    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | Corp Andina de Fomento                                                           | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2002940.00   | 0.01%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2935528.98   | 0.01%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132E04V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2598946 | PA      | $2488983.45   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463662.36    | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4799365 | PA      | $4772695.43   | 0.02%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4670220.70   | 0.02%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    525000 | PA      | $518716.79    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KDYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3167 | PA      | $3326.14      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                | First Citizens BancShares, Inc                                                   | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488901.85    | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193813.23    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975431.48    | 0.00%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995214.46   | 0.01%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2773855.59   | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                          | Campbell Soup Co                                                                 | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920628.50    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                        | Wisconsin Electric Power Co                                                      | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162403.51    | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB International Finance III LLC                                                | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501652.23    | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS USA LUX S.A.                                                                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1179000 | PA      | $1217011.30   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                          | Marriott International, Inc                                                      | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919645.55    | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                                                      | Horace Mann Educators Corp                                                       | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528047.80    | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   4825000 | PA      | $4831923.68   | 0.02%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak Properties Interim, Inc                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754955.99    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                            | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198261.70    | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | Kimco Realty OP LLC                                                              | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489800.86    | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2243435.87   | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | Cummins, Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186627.65    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EDX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5268532 | PA      | $4882492.56   | 0.02%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service, Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944236.59    | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024912.20   | 0.00%             | 2055-02-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12365 | PA      | $12813.49     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    799000 | PA      | $595306.42    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $791468.75    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030201.12   | 0.01%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $964129.45    | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | Boardwalk Pipelines LP                                                           | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024692.59   | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                     | Mayo Clinic                                                                      | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160665.19    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921463.19    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $978909.97    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                      | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011736.44   | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                     | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359311.80    | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York and Presbyterian Hospital                                               | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $340040.38    | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp                                                                      | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505432.88    | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3751053 | PA      | $3827751.62   | 0.02%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HLY48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $502772.50    | 0.00%             | 2030-04-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1208743.13   | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $732760.09    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1792286.06   | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | Danaher Corp                                                                     | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $462019.31    | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1345826.96   | 0.01%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $386161.64    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $700663.38    | 0.00%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   9922411 | PA      | $8948802.88   | 0.04%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                              | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $980700.00    | 0.00%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EP6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4677211 | PA      | $4628858.51   | 0.02%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181933.81    | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1310648.81   | 0.01%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054125.38   | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448159.50    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1250000 | PA      | $967530.49    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991898.83    | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3032440 | PA      | $2752141.77   | 0.01%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                 | BANK5                                                                            | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1731227 | PA      | $1798854.97   | 0.01%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525376.69   | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                         | Magna International, Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1025274.49   | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                      | Unum Group                                                                       | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377483.10    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547156.78   | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                                                        | Oklahoma Development Finance Authority                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    500000 | PA      | $486435.15    | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $961193.14    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501245.81    | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $771018.23    | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1446292 | PA      | $1392574.22   | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1004426.17   | 0.00%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001850.91   | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1414333.08   | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1036557.05   | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                            | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $701738.41    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                        | Medtronic Global Holdings S.C.A                                                  | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $987393.55    | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    750000 | PA      | $513040.50    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CV33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2350 | PA      | $2363.95      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1293161.03   | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1800000 | PA      | $1265207.24   | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    650000 | PA      | $571357.58    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | Newmont Corp                                                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289346.52    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EW62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2025 | PA      | $2187.15      | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                            | Stanford Health Care                                                             | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1055038.53   | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3926014.84   | 0.02%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7529210 | PA      | $6359857.83   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                          | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389449.31    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1012052.14   | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | Flex Ltd                                                                         | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $998678.36    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | Voya Financial, Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169577.58    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    900000 | PA      | $957020.30    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                            | Public Storage                                                                   | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221783.85    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2443841.28   | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AvalonBay Communities, Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991319.20    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MC5V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     11048 | PA      | $11014.77     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | Public Service Co of Oklahoma                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994718.94    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities, Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894187.29    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 05610QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $947393.54    | 0.00%             | 2056-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197958.24    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2500000 | PA      | $2177250.00   | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | Willis North America, Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260412.14    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892664.63    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984900.88    | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2948905.65   | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177979.48    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                         | Genpact Luxembourg SARL                                                          | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    500000 | PA      | $514472.55    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | Zimmer Biomet Holdings, Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999917.29    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust                                                               | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1513901.70   | 0.01%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $498579.07    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176303.13    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    650000 | PA      | $550306.76    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003699.42   | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2592922 | PA      | $2386215.61   | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E WILDFIRE RECOVERY                                                           | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871431.32    | 0.00%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank                                                           | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1023994.08   | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL Holdings, Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502175.41    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1938333.74   | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021923.50   | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXHH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1557 | PA      | $1635.37      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                        | Cintas Corp No 2                                                                 | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1285265.73   | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5850000 | PA      | $5659771.46   | 0.03%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $971959.66    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BS4<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499993.40    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494069.86    | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $715915.99    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3304728 | PA      | $2968167.20   | 0.01%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508213.90    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003334.43   | 0.00%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                               | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $277284.04    | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE                                                     | Indiana Finance Authority                                                        | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    385000 | PA      | $279162.00    | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371KY96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25465 | PA      | $25488.57     | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    900000 | PA      | $746234.65    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q8J89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5600888 | PA      | $5267529.32   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                         | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1977205.60   | 0.01%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76044.28     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31415V5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       504 | PA      | $521.75       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240109.64    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $742532.39    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412ERV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       649 | PA      | $655.44       | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $730760.93    | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25008018 | PA      | $25492352.47  | 0.12%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1275000 | PA      | $1251199.86   | 0.01%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1094648.67   | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013487.77   | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA                                                  | Chicago O'Hare International Airport                                             | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2467163.93   | 0.01%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot, Inc                                                                  | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2547411.63   | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202ELW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2552 | PA      | $2677.98      | 0.00%             | 2037-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                          | Japan International Cooperation Agency                                           | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    230000 | PA      | $230474.97    | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    241166 | PA      | $233302.73    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153535.68    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | Intuit, Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $311819.41    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486638.78    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1006727.01   | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2839953.39   | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | Verizon Master Trust                                                             | CUSIP: 92348KEF6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1431034.16   | 0.01%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14447324.26  | 0.07%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1721755.58   | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002843.17   | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    650000 | PA      | $509582.50    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group, Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504961.91    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | Apollo Global Management, Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937599.60    | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36176WZ95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      6168 | PA      | $6138.28      | 0.00%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $43796875.00  | 0.20%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4ND1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     56843 | PA      | $58731.26     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413TPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11523 | PA      | $11752.76     | 0.00%             | 2037-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7GH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      6622 | PA      | $6813.44      | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2664583.74   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                             | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486924.37    | 0.00%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                             | Ford Foundation                                                                  | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    525000 | PA      | $292680.23    | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                       | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1223919.94   | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                              | Volkswagen Auto Lease Trust                                                      | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $503200.55    | 0.00%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1038063.88   | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group, Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166919.80    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $994012.77    | 0.00%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312938BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     21567 | PA      | $21318.54     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                            | Canada Government International Bond                                             | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3500000 | PA      | $3578906.87   | 0.02%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198839.78    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $533100.91    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1060010.42   | 0.00%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                           | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $2005600.00   | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296LXF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4398 | PA      | $4425.52      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     21072 | PA      | $21313.15     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533371.40   | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | Suzano Austria GmbH                                                              | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $928890.28    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1420318.26   | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505821.62    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85067.52     | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124131.87    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES                                                  | Mercedes-Benz Auto Receivables Trust                                             | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005913.90   | 0.00%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7ZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     53969 | PA      | $55617.10     | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | Mass General Brigham, Inc                                                        | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78371.06     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | Ascension Health                                                                 | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939841.02    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST STRATEGIC FUND LTD                                                  | Michigan Strategic Fund                                                          | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    770000 | PA      | $584593.16    | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | Lam Research Corp                                                                | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $126040.34    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                 | OhioHealth Corp                                                                  | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | MUN               | US        |    750000 | PA      | $500723.50    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2848912 | PA      | $2872070.46   | 0.01%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2357604.65   | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692930.98    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                     | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $458772.33    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500608.31    | 0.00%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | Agree LP                                                                         | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138549.86    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                         | Hungary Government International Bond                                            | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1250000 | PA      | $1415344.01   | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                        | Wisconsin Public Service Corp                                                    | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $335635.93    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $932542.80    | 0.00%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403GXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2433 | PA      | $2420.71      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                           | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1011829.89   | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419CAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153507 | PA      | $148355.82    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2067142.69   | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826850 | PA      | $798050.70    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401598.48    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | Sanofi S.A.                                                                      | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1472398.25   | 0.01%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                       | Avnet, Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895601.97    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $511688.89    | 0.00%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269622.18    | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | Trinity Health Corp                                                              | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $717830.32    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E6E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2694 | PA      | $2745.53      | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | Puget Sound Energy, Inc                                                          | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580871.65    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                        | University of Southern California                                                | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $641353.14    | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419AKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14322 | PA      | $14890.78     | 0.00%             | 2040-05-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410GGP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129580 | PA      | $128520.87    | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503283.32    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140EUXE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4107399 | PA      | $3856821.75   | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                             | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1500000 | PA      | $1439025.00   | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269635.89    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2350970.94   | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $448951.51    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $773523.22    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                           | Dick's Sporting Goods, Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $908926.71    | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3327000 | PA      | $2826572.16   | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                   | J M Smucker Co                                                                   | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    129000 | PA      | $110741.55    | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | Telefonica Emisiones S.A.                                                        | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1084814.26   | 0.01%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370161.72    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969275.38    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                        | Take-Two Interactive Software, Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953776.32    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327483.88    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238174.01    | 0.00%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies, Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006161.74   | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $728352.14    | 0.00%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | Motorola Solutions, Inc                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517861.74    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76800000 | PA      | $75876000.00  | 0.35%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | Ares Strategic Income Fund                                                       | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972387.54    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4R70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     23194 | PA      | $23964.58     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | Kenvue, Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1260059.21   | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     12091 | PA      | $12529.60     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202DVM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5737 | PA      | $5883.29      | 0.00%             | 2032-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233528.11    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012402.88   | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INVESCO FINANCE PLC                                                             | Invesco Finance plc                                                              | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $189713.03    | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243964.84    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | Apollo Global Management, Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698547.58    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1028591.31   | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11346568 | PA      | $10754032.91  | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                         | Trustees of Princeton University                                                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | MUN               | US        |    220000 | PA      | $233571.15    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2717586.48   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $65279297.20  | 0.31%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                                   | Sales Tax Securitization Corp                                                    | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $183108.52    | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372998.92    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2430021 | PA      | $2277568.40   | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     11165 | PA      | $11737.09     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $773522.83    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                              | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2424265.60   | 0.01%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3549226.49   | 0.02%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1555625.00   | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    700000 | PA      | $443879.44    | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                  | BMW Vehicle Owner Trust                                                          | CUSIP: 096919AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $461059.55    | 0.00%             | 2031-04-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                        | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1015650.09   | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG Resources, Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183981.75    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    475000 | PA      | $423913.34    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8693304 | PA      | $7767481.14   | 0.04%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    825000 | PA      | $821717.88    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887482.74    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222839.05    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    975000 | PA      | $799956.01    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X6V93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140247 | PA      | $138362.39    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3507304 | PA      | $3320788.06   | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1843708 | PA      | $1743033.06   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 31349UQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6176 | PA      | $6385.42      | 0.00%             | 2037-01-01      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $163419.54    | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11061941 | PA      | $11160545.69  | 0.05%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                         | NVR, Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941587.06    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3101342.49   | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1295818.52   | 0.01%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                 | WW Grainger, Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    800000 | PA      | $710049.66    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66                                                                      | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125214.92    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA Healthcare Investors, Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502030.80    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19070 | PA      | $19867.05     | 0.00%             | 2041-07-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943537.45    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $284551.95    | 0.00%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6755645 | PA      | $6035484.14   | 0.03%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283H7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     16962 | PA      | $17323.05     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1457883.99   | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985534.03    | 0.00%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                        | Packaging Corp of America                                                        | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $470153.81    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312935K99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     95889 | PA      | $97029.23     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | Assurant, Inc                                                                    | CUSIP: 04621XAD0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7536.71      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2094322.06   | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3715214.84   | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30035156.40  | 0.14%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991860.38    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467408.73    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FBJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     12769 | PA      | $13180.85     | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                 | BANK5                                                                            | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $522969.65    | 0.00%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31407CNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27364 | PA      | $27425.60     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $815036.13    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Restoration Bond Co III LLC                                  | CenterPoint Energy Restoration Bond Co III LLC                                   | CUSIP: 15202GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976869.50    | 0.00%             | 2039-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1860257.75   | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254387.44    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510263.97    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $881399.20    | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1752718.60   | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                           | Thomas Jefferson University                                                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    652000 | PA      | $453186.71    | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1187860.73   | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | Japan Bank for International Cooperation                                         | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1009898.18   | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                     | Equifax, Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1753080.98   | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1791502.22   | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2491540 | PA      | $2428672.41   | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9849326 | PA      | $8590439.02   | 0.04%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1027442.40   | 0.00%             | 2062-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2507806.35   | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                          | Orlando Health Obligated Group                                                   | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $700140.94    | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132HNHX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    711702 | PA      | $652912.28    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1173637.71   | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                     | Textron, Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270138.86    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FMW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2128739 | PA      | $2170555.05   | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   4925000 | PA      | $4932358.44   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8965440 | PA      | $7718265.52   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                               | Brown-Forman Corp                                                                | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223191.92    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $510708.02    | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                 | Pinnacle Financial Partners, Inc                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356846.66    | 0.00%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | Willis North America, Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010464.14   | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1167194.12   | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $223072.92    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2204542.35   | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                       | State of Oregon                                                                  | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     46911 | PA      | $47474.10     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                                  | Dallas Fort Worth International Airport                                          | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $145331.07    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $1894919.71   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | Digital Realty Trust LP                                                          | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971250.81    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1000460.00   | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416RR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2826 | PA      | $2911.98      | 0.00%             | 2039-08-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2696999.80   | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296WF44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      7319 | PA      | $7409.53      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36181GDE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1713035 | PA      | $1581892.64   | 0.01%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499509.23    | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299860.66    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $647949.16    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                            | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $421215.58    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168458.06    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $9686015.56   | 0.05%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1010787.25   | 0.00%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412SY82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2223 | PA      | $2246.24      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489578.83    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | Public Storage Operating Co                                                      | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001747.28   | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509169.14    | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX                                                                | Board of Regents of the University of Texas System                               | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    700000 | PA      | $661594.85    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77256.77     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1202381.35   | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08161HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $859728.00    | 0.00%             | 2051-07-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2800884 | PA      | $2463599.53   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | Suncor Energy, Inc                                                               | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $701261.02    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002509.10   | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | Hasbro, Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104137.70    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJRX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499024 | PA      | $471702.83    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FF3Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1428831.00   | 0.01%             | 2027-12-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AvalonBay Communities, Inc                                                       | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512231.43    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    900000 | PA      | $873061.80    | 0.00%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix, Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952092.63    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | Analog Devices, Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529369.50    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61813.43     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1295021.33   | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565605.08    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                                | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    825000 | PA      | $747541.15    | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1065441.86   | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492480.72    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8137060 | PA      | $7323519.67   | 0.03%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | Ingersoll Rand, Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153419.09    | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234682.58    | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1908541.97   | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36225FJC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     17102 | PA      | $17399.90     | 0.00%             | 2041-10-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL                                                  | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $681631.80    | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                | Ventas Realty LP                                                                 | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257600.42    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                                | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1231570.62   | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312938HB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     13952 | PA      | $13824.96     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1737 | PA      | $1738.24      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3777439 | PA      | $3834059.35   | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                          | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    300000 | PA      | $203958.43    | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961563.31    | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994636.98    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                         | Northwestern University                                                          | CUSIP: 668444AN2<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | MUN               | US        |    200000 | PA      | $156682.80    | 0.00%             | 2048-12-01      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507121.90    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506457.25    | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EZJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     20175 | PA      | $21893.95     | 0.00%             | 2039-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | Lear Corp                                                                        | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $530144.81    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010747.78   | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W5HG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21558 | PA      | $22223.44     | 0.00%             | 2043-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    925000 | PA      | $914556.92    | 0.00%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1953715.62   | 0.01%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4287037.21   | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                        | Citizens Financial Group, Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424278.62    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | AstraZeneca Finance LLC                                                          | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734935.13    | 0.00%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                      | Biogen, Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518837.32    | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                         | CGI, Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $874046.52    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5508646.72   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479263.07   | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907627.99    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   6870000 | PA      | $6826011.46   | 0.03%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                          | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $239802.63    | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $816899.19    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197292.09    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                      | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $296560.45    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6270898 | PA      | $6437129.87   | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1981244.92   | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $877726.10    | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8NA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    754076 | PA      | $776451.15    | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                         | Sun Communities Operating LP                                                     | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473174.30    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX Corp                                                                        | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $991950.76    | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2377135.92   | 0.01%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae                                                                       | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  47135692 | PA      | $38150611.12  | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979729.31    | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1034474.24   | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410GNK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1148 | PA      | $1139.06      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028707.64   | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015550.92   | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                       | Xylem, Inc                                                                       | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82955.13     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2362984.65   | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Southern Power Co                                                               | Southern Power Co                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967097.03    | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | Morgan Stanley Bank of America Merrill Lynch Trust                               | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142779 | PA      | $140907.66    | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                         | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $891952.51    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466387.58    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    978519 | PA      | $924877.23    | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia                                                              | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $780602.36    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      8509 | PA      | $8670.66      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KeyCorp                                                                          | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009864.83   | 0.00%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010901.34   | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697085.21    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969122.93    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1484131.04   | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956698.74    | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $747862.29    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: BO8615516<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1046700.00   | 0.00%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $2418750.00   | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $965947.45    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YS70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2545474 | PA      | $2594546.99   | 0.01%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $325091.99    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AKY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117571 | PA      | $116188.71    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1058943.17   | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10205982 | PA      | $8875709.73   | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                      | Toyota Auto Receivables Owner Trust                                              | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $703802.19    | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993499.64    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                    | Allegion plc                                                                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $481570.62    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | Colgate-Palmolive Co                                                             | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013397.67   | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $772017.07    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386244.88    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1283171.25   | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772043.09    | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394293.29   | 0.01%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026275.50   | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | Accenture Capital, Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986390.12   | 0.01%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1537488.59   | 0.01%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                                          | Carvana Auto Receivables Trust                                                   | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998388.30    | 0.00%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GVE40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    610344 | PA      | $577829.19    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                       | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493646.34    | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                        | Northwell Healthcare, Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    675000 | PA      | $546822.82    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $584927.83    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | Hasbro, Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181325.65    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880364.56    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                      | California State University                                                      | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $161730.98    | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $676775.52    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| BEST BUY CO INC                                                                 | Best Buy Co, Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500043.83    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                           | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   3845000 | PA      | $3831158.00   | 0.02%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022320.84   | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509506.47    | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | Baidu, Inc                                                                       | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $289345.19    | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1829090.17   | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130359.87    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492545.93   | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912442.18    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416TL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223129 | PA      | $220823.12    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $513562.82    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764835.85    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460044.98    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988039.89    | 0.00%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | Carlisle Cos, Inc                                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148669.51    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals, Inc                                                  | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760403.06    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369747.63    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1438758.75   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LCJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3556 | PA      | $3659.65      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395112.94    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2050000 | PA      | $1541627.12   | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981864.78    | 0.00%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                                                        | Oklahoma Development Finance Authority                                           | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    250000 | PA      | $228579.05    | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693758.52    | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp                                                                       | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504649.47    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36225FE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     11402 | PA      | $11586.96     | 0.00%             | 2041-06-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1208512.43   | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845315.40    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                              | Smith & Nephew plc                                                               | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $507151.01    | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                                  | Dallas Fort Worth International Airport                                          | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $379150.86    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1983672 | PA      | $1950263.25   | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1487959.42   | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    375000 | PA      | $296233.43    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258919.92    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3863092 | PA      | $3709432.89   | 0.02%             | 2035-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                       | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $306811.12    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258606.74    | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489952.40    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989653.44    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | Entergy Mississippi LLC                                                          | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985366.46    | 0.00%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694011.78    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959924.52    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727105.50    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884347.92    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297GQM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     47904 | PA      | $49492.75     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | Walt Disney Co                                                                   | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1476862.61   | 0.01%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472386.91    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5063792 | PA      | $4898430.66   | 0.02%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    550000 | PA      | $572575.51    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1011077.40   | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416VSW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175233 | PA      | $180829.02    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1680659.18   | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62250000 | PA      | $59353915.86  | 0.28%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EZE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    154597 | PA      | $153467.89    | 0.00%             | 2039-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | Procter & Gamble Co                                                              | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1006531.84   | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $970105.70    | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $364271.94    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1207456.58   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FYB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     65906 | PA      | $68009.65     | 0.00%             | 2041-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2174852.31   | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30500000 | PA      | $30511913.91  | 0.14%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $886145.49    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $842075.18    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024248.44   | 0.00%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1533488.36   | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | Verizon Master Trust                                                             | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1646426.11   | 0.01%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                                | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523368.16   | 0.01%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4826195 | PA      | $4659908.73   | 0.02%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504886.24    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EH4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18592 | PA      | $18488.54     | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HKPF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    585000 | PA      | $589192.11    | 0.00%             | 2030-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A5A82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     70945 | PA      | $70387.22     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                         | GLP Capital LP                                                                   | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201734.60    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                   | BGC Group, Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762820.29    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                        | Wisconsin Public Service Corp                                                    | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205199.12    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EPB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4434 | PA      | $4807.65      | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  21686509 | PA      | $21118423.66  | 0.10%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1037827.75   | 0.00%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    675000 | PA      | $460524.41    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999011.68    | 0.00%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894633.17    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1286045.00   | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $793185.19    | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                             | University of Miami                                                              | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $776392.69    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                         | Fidelity National Financial, Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470135.17    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930099.38    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                           | Leland Stanford Junior University                                                | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995492.89    | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                            | Public Storage                                                                   | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197075.58    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3029825.73   | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205812.98    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service, Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006983.09   | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416RSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330033 | PA      | $319709.63    | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                           | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    350000 | PA      | $340643.28    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502857.56    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | Tyson Foods, Inc                                                                 | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488402.95    | 0.00%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234559.18    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE Services, Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041007.10   | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474479.83    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP Texas, Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197964.49    | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp           | Triton Container International Ltd                                               | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $979128.90    | 0.00%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $899561.97    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1907910.34   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                             | Leggett & Platt, Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464838.45    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445916.33    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263520.72    | 0.00%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | Genuine Parts Co                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    275000 | PA      | $238348.64    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2127180.65   | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                              | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $675211.88    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  68182183 | PA      | $55238804.55  | 0.26%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002556.94   | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983089.12    | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1015034.44   | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08161HAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116339 | PA      | $115756.32    | 0.00%             | 2051-07-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367841.01    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11272216 | PA      | $11371551.63  | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                            | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    925000 | PA      | $911391.07    | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DK5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246890.54    | 0.00%             | 2046-02-12      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435268.68    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp                                                                    | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430355.50    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $26299218.60  | 0.12%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $1068288.96   | 0.00%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group plc                                                               | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1423928.18   | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8599666 | PA      | $7733222.31   | 0.04%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350612.08    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                             | Commonwealth Financing Authority                                                 | CUSIP: 20281PKL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $194536.36    | 0.00%             | 2033-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998561.17    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418PUY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4968 | PA      | $5020.91      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202DYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1608 | PA      | $1619.80      | 0.00%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $965437.53    | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EMB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     10006 | PA      | $10503.90     | 0.00%             | 2037-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                                | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729003.37    | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                         | Kite Realty Group Trust                                                          | CUSIP: 76131VAB9<br>LEI: 549300OVTYLM7DH6CM14 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349938.15    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  61789895 | PA      | $51073742.78  | 0.24%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    625000 | PA      | $380146.46    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank                                                           | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $982556.25    | 0.00%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    700000 | PA      | $534735.39    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966149.14    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | Accenture Capital, Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482329.49   | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1700000 | PA      | $1286237.00   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                     | Workday, Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1460993.27   | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                            | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $441555.82    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1467231.50   | 0.01%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2626434.87   | 0.01%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4457829 | PA      | $4535482.84   | 0.02%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3131657.97   | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | Chase Issuance Trust                                                             | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1533135.30   | 0.01%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2579928 | PA      | $2408493.49   | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5GM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1982 | PA      | $2080.97      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13133257 | PA      | $13298080.76  | 0.06%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities, Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    300000 | PA      | $198602.26    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $222425.82    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335AXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3003771 | PA      | $2976422.17   | 0.01%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TD51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    975704 | PA      | $943631.24    | 0.00%             | 2032-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    825000 | PA      | $593768.51    | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391360.69    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    625000 | PA      | $433916.84    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | Essex Portfolio LP                                                               | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306187.72    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                    | Comerica, Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541859.56    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047052.23   | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     25000 | PA      | $13321.98     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $2007300.00   | 0.01%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                         | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3008101.20   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1653176.80   | 0.01%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496727.55    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | Globe Life, Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349514.89    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2979600.36   | 0.01%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $959546.20    | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    950000 | PA      | $820332.73    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9869531.20   | 0.05%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385412.29    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5779793 | PA      | $5463376.69   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241KN61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2748 | PA      | $2804.76      | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227676.74    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California                                                              | CUSIP: 13063EMK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $227614.07    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                         | Reinsurance Group of America, Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327117.03    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2697414.36   | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4577600 | PA      | $4539523.08   | 0.02%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3250479 | PA      | $2924791.61   | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1056098.42   | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | Ventas Realty LP                                                                 | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025519.19   | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575957.74    | 0.00%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                                                        | Oklahoma Development Finance Authority                                           | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    523807 | PA      | $516323.98    | 0.00%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101043.02    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984185.34    | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14724023.40  | 0.07%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management, Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $715415.75    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417TRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11465 | PA      | $11346.63     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                       | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913496.69    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8986996 | PA      | $7883777.14   | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031245.59   | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875530.20    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296Q2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    352195 | PA      | $347758.52    | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147802.14    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | Lam Research Corp                                                                | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    825000 | PA      | $738725.20    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1625478 | PA      | $1540665.85   | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                 | Yale University                                                                  | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | MUN               | US        |    750000 | PA      | $762845.22    | 0.00%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | Augusta SpinCo Corp                                                              | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $522594.22    | 0.00%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36297GZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     77933 | PA      | $80801.38     | 0.00%             | 2039-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11222308 | PA      | $9486724.32   | 0.04%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985568.45    | 0.00%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                    | NNN REIT, Inc                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496979.05    | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1040714.29   | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414PZT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12060 | PA      | $12612.30     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL Holdings, Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764963.81    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    750000 | PA      | $581857.41    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                               | Piedmont Operating Partnership LP                                                | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971751.92    | 0.00%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1372045.08   | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   4550000 | PA      | $4570823.48   | 0.02%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                         | Corewell Health Obligated Group                                                  | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355256.48    | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403JW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70677 | PA      | $71253.42     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36290UL87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      6250 | PA      | $6511.04      | 0.00%             | 2037-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C11 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $521388.50    | 0.00%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                                  | California Health Facilities Financing Authority                                 | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    100000 | PA      | $90865.39     | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3861789 | PA      | $3909243.69   | 0.02%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1639207.58   | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140K4N71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4573583 | PA      | $4071440.04   | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $250586.73    | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25315429.75  | 0.12%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $671073.76    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3599580.38   | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO Corp                                                                       | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1331113.20   | 0.01%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION                                                  | Metropolitan Water Reclamation District of Greater Chicago                       | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    960000 | PA      | $989737.25    | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501543.12    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1807257.10   | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5015186.90   | 0.02%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                        | International Flavors & Fragrances, Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99691.19     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419L4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21553 | PA      | $22336.68     | 0.00%             | 2040-12-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501057.09    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | Dollar Tree, Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $324184.62    | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | Mass General Brigham, Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76079.43     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | BENCHMARK Mortgage Trust                                                         | CUSIP: 081934AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492765.85    | 0.00%             | 2058-09-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $828221.08    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    655000 | PA      | $643969.15    | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                    | XL Group Ltd                                                                     | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $184705.02    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab, Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $804671.19    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $571105.31    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954398.02    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1404421.50   | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 065404BC8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1956291.60   | 0.01%             | 2061-02-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1312746.50   | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | Evergy, Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503371.75    | 0.00%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                     | Textron, Inc                                                                     | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527473.70    | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                 | Capital One Prime Auto Receivables Trust                                         | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895000 | PA      | $899624.11    | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                    | NNN REIT, Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015202.52   | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      8448 | PA      | $9019.74      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934952.50    | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508022.42    | 0.00%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $375431.71    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519713.15   | 0.01%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | Ares Capital Corp                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004934.93   | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139926.38    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $587559.34    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                                                        | United Airlines Pass Through Trust                                               | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110298 | PA      | $107398.54    | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                          | Oaktree Specialty Lending Corp                                                   | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503315.49    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $864540.24    | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                             | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006183.11   | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JPQP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1616 | PA      | $1660.33      | 0.00%             | 2038-07-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                                   | American Municipal Power, Inc                                                    | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    300000 | PA      | $362566.83    | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                          | Private Export Funding Corp                                                      | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000226.65   | 0.00%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                             | Dollar General Corp                                                              | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462931.07    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CarMax Auto Owner Trust                                                          | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $699319.46    | 0.00%             | 2027-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                        | Hackensack Meridian Health, Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    750000 | PA      | $534589.59    | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | Cousins Properties LP                                                            | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503110.52    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1158840.27   | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011161.78   | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729099.89    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                      | Comerica, Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031857.46   | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451808.38    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3400000 | PA      | $3909218.34   | 0.02%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME Group, Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409682.27    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495860.25    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541QBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $454065.75    | 0.00%             | 2055-08-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19699810 | PA      | $20192551.26  | 0.09%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014982.76   | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2484982 | PA      | $2590476.38   | 0.01%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4427102.30   | 0.02%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                          | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974990.16    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $831864.71    | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE Services, Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893485.69    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6355546 | PA      | $6020701.09   | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968580.92    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                | Campbell Soup Co                                                                 | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    800000 | PA      | $631910.19    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539171.26   | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279598.36    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3970574.48   | 0.02%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | Mylan, Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    700000 | PA      | $554107.45    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                      | Allegion US Holding Co, Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357198.80    | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    677445 | PA      | $679326.47    | 0.00%             | 2030-09-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2018765.96   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3389455.37   | 0.02%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28537 | PA      | $28247.21     | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  79515637 | PA      | $67438736.22  | 0.32%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                 | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52697.42     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1363068.98   | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1117940.68   | 0.01%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | Emera US Finance LP                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891977.48    | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3034398.90   | 0.01%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                  | Carvana Auto Receivables Trust                                                   | CUSIP: 14688DAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494162.50    | 0.00%             | 2028-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025533.04   | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31415LR82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3922 | PA      | $3998.35      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                 | BANK                                                                             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1042449.10   | 0.00%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                        | Montefiore Obligated Group                                                       | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $516996.43    | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                        | Fox Corp                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1450960.86   | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17744091 | PA      | $15892023.00  | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135408.67    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $997775.21    | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                                                        | Beth Israel Lahey Health, Inc                                                    | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    235000 | PA      | $152502.34    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $888922.38    | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                 | Deere & Co                                                                       | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327302.32    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445458.05   | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012986.45   | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG                                                    | County of Riverside CA                                                           | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $943946.40    | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906722.52    | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO Corp                                                                       | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953316.03    | 0.00%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2072448.60   | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | Nucor Corp                                                                       | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $606887.94    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W9A67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4796130 | PA      | $4511712.47   | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $751559.82    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $27427148.35  | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                        | Main Street Capital Corp                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514457.66    | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $655600.70    | 0.00%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                        | Martin Marietta Materials, Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231240.51    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $298283.04    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111000000 | PA      | $109443398.16 | 0.51%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | Regency Centers LP                                                               | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423582.77    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105714.39    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $906118.11    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3336000 | PA      | $3235663.66   | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1307034.78   | 0.01%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1442955.35   | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760140.93    | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                                | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459717.02    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE                                                    | Michigan Finance Authority                                                       | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    350000 | PA      | $292562.41    | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541UBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2233951.25   | 0.01%             | 2053-12-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2346362 | PA      | $2249990.53   | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296JEU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       793 | PA      | $809.27       | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                        | F&G Annuities & Life, Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $474560.50    | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Entergy Corp                                                                    | Entergy Corp                                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493339.67    | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co                                                         | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348586.14    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2517316 | PA      | $2257471.47   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468721.81    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EG5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       379 | PA      | $378.13       | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                           | Washington University                                                            | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372126.72    | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484282.51    | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | Aflac, Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429435.04    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18946277 | PA      | $17442200.81  | 0.08%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2943711.57   | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $438746.41    | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                | BANK5                                                                            | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1038852.40   | 0.00%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EQ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5565582 | PA      | $5612361.62   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100905.29    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | Lazard Group LLC                                                                 | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498925.34    | 0.00%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $987019.75    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand, Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511858.61    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456724.14    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                             | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $999911.87    | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963146.41    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2085519 | PA      | $1937869.36   | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris Interanational, Inc                                                | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $436002.48    | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | International Paper Co                                                           | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1889903.45   | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500042.41   | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478516.73    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68500000 | PA      | $35740409.99  | 0.17%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                             | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $213505.20    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                        | Assured Guaranty US Holdings, Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $202540.97    | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                | Carlisle Cos, Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $861502.44    | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $473647.27    | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956235.80    | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca plc                                                                  | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $637995.74    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1011640.82   | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA Sustainable Infrastructure Capital, Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017824.76   | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $707004.82    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2808987.54   | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     94270 | PA      | $95155.51     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $766605.68    | 0.00%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | Santander Holdings USA, Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010693.43   | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                             | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2500000 | PA      | $2053000.00   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    776097 | PA      | $736525.61    | 0.00%             | 2030-03-25      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                                  | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $471146.78    | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                        | Integris Baptist Medical Center, Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    760000 | PA      | $549953.07    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312943UG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    829126 | PA      | $802473.76    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E7G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     39201 | PA      | $38884.53     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1368489.56   | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1425000 | PA      | $1201930.67   | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215769 | PA      | $213537.52    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                             | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1533935.66   | 0.01%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    375000 | PA      | $331309.22    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167617.28    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                          | Koninklijke Philips NV                                                           | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    755000 | PA      | $687197.28    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EBPR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490364 | PA      | $463670.41    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229530.00    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179UH39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3782245 | PA      | $3543780.91   | 0.02%             | 2048-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253694.13    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241560.56    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414M6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1877 | PA      | $1920.38      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                             | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1021847.74   | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP                                                  | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $253478.01    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                            | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $786537.14    | 0.00%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3043000 | PA      | $2542909.94   | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $212045.00    | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986221.68    | 0.00%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $919644.58    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME Group, Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1358108.52   | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1362043.50   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $674972.81    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KS6M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2822 | PA      | $2852.60      | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985161.48    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7PJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3387 | PA      | $3367.31      | 0.00%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1064482 | PA      | $1024064.48   | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296XT54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     29509 | PA      | $29600.22     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1301049.71   | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                          | Orlando Health Obligated Group                                                   | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79662.43     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | Sempra                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010767.00   | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521660.82    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| QUALCOMM Inc                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748859.59    | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36208RZC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       363 | PA      | $372.79       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940775.62    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466013.33   | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508396.82    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620C4Q86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     60363 | PA      | $57965.70     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      8123 | PA      | $8090.03      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8126447 | PA      | $7520367.13   | 0.04%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | Kilroy Realty LP                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396294.72    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                        | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504677.55    | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                          | Dartmouth-Hitchcock Health                                                       | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $77926.65     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1344921.20   | 0.01%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1359900.72   | 0.01%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4716548 | PA      | $4674781.88   | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5205499 | PA      | $5301436.47   | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | Boardwalk Pipelines LP                                                           | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491954.24    | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                        | Montefiore Obligated Group                                                       | CUSIP: 61237WAE6<br>LEI: 549300LVC84TCICWUW24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410028.58    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                       | Honda Auto Receivables Owner Trust                                               | CUSIP: 438123AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $506993.40    | 0.00%             | 2030-02-21      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9693371 | PA      | $8710480.08   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | Expand Energy Corp                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2539126.63   | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YR6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    782145 | PA      | $765720.69    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                  | AutoNation, Inc                                                                  | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $331679.15    | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                | ArcelorMittal S.A.                                                               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1103718.86   | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3883691 | PA      | $3469683.77   | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                         | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423099.46    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                                        | United Airlines Pass Through Trust                                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240886 | PA      | $232359.57    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                              | Maryland Economic Development Corp                                               | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    765000 | PA      | $744183.43    | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478666.01    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416126.56    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co                                                                | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261526.18    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                        | W R Berkley Corp                                                                 | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    650000 | PA      | $490666.72    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                                  | Dallas Fort Worth International Airport                                          | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $215129.85    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013503.06   | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | Jackson Financial, Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    500000 | PA      | $333012.59    | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                     | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $540395.98    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1027734.19   | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $473333.96    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $969666.23    | 0.00%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776185.60    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919980.93    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47500000 | PA      | $48156835.70  | 0.23%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485118.14    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493889.91    | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                         | Trustees of Boston College                                                       | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | MUN               | US        |    500000 | PA      | $338009.87    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SPL OBLG REVE                                                  | Commonwealth of Massachusetts                                                    | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    173084 | PA      | $172822.90    | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1500000 | PA      | $1537147.10   | 0.01%             | 2028-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7XB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4120 | PA      | $4169.48      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | Halliburton Co                                                                   | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2505707.99   | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                | Campbell Soup Co                                                                 | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449089.47    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CubeSmart LP                                                                     | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985475.46    | 0.00%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $370107.36    | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1003130.00   | 0.00%             | 2037-03-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $515995.81    | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990972.74    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008607.81   | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EAY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       976 | PA      | $983.83       | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P8EQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2547545 | PA      | $2409525.28   | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                          | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164443.64    | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1524045.03   | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                                        | RLI Corp                                                                         | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962588.80    | 0.00%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147713.37    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5295774 | PA      | $5006600.77   | 0.02%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $732121.35    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414033.64    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc                                                      | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015794.81   | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MD33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3428 | PA      | $3425.46      | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | Danaher Corp                                                                     | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169823.22    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    425000 | PA      | $295019.20    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323513.87    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55250000 | PA      | $47469677.87  | 0.22%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                      | Loews Corp                                                                       | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379583.78    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $887726.30    | 0.00%             | 2031-03-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1132158.11   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group, Inc                                                   | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698964.71    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396132.08    | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALABAMA ECON SETTLEMENT AUTH B                                                  | Alabama Economic Settlement Authority                                            | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $198343.64    | 0.00%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023104.75   | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                       | Jabil, Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46070.93     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    725000 | PA      | $675427.73    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    875000 | PA      | $801807.27    | 0.00%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $3554279.78   | 0.02%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $634579.09    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4921875.00   | 0.02%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472754.08   | 0.01%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                         | Public Service Co of Oklahoma                                                    | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011982.68   | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2649099.68   | 0.01%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20778906.20  | 0.10%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317492.20    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | Southwest Airlines Co                                                            | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196247.48    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2989799.88   | 0.01%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                                         | Travelers Property Casualty Corp                                                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $111033.70    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES                                                       | Michigan State University                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $712588.20    | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $543651.77    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BU9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348520.13    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                              | Council Of Europe Development Bank                                               | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $995722.32    | 0.00%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                            | National Fuel Gas Co                                                             | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198298.09    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | Aetna, Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    350000 | PA      | $292570.53    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank                                                            | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1524168.03   | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885482.07    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3431841.95   | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511609.87    | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc                                                                      | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019279.89   | 0.00%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4LZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1192 | PA      | $1209.39      | 0.00%             | 2037-09-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1863967.40   | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1418469.42   | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162996.36    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1300000 | PA      | $970886.31    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10324328 | PA      | $9515470.72   | 0.04%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687482.47    | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11185000 | PA      | $10664198.44  | 0.05%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | Baker Hughes Holdings LLC                                                        | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $935014.01    | 0.00%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7635000 | PA      | $7224618.75   | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                         | Procter & Gamble Co                                                              | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1345697.85   | 0.01%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $330077.46    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                             | Rockwell Automation, Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $555207.19    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                        | President and Fellows of Harvard College                                         | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $601884.82    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | Hershey Co                                                                       | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511698.47    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMR47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    233907 | PA      | $231909.45    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                       | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002405.98   | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66 Co                                                                   | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $303122.45    | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017479.00   | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    425000 | PA      | $374874.97    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2939158.53   | 0.01%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | Vulcan Materials Co                                                              | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    475000 | PA      | $393468.80    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $714424.78    | 0.00%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1658455.80   | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $555611.18    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196761.77    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503432.53   | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532014.50   | 0.01%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2165063 | PA      | $2159011.39   | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2366150 | PA      | $2277735.21   | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    825000 | PA      | $591617.93    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496742.61    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971250.87    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985790.64    | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                   | Wachovia Corp                                                                    | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126136.14    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $651784.12    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $831491.60    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                         | Honeywell International, Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    782000 | PA      | $592645.10    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                             | Leggett & Platt, Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341697.10    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    450000 | PA      | $418992.58    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  20044514 | PA      | $20218208.43  | 0.09%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                 | WW Grainger, Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102857.35    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                         | Takeda US Financing, Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497662.26    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375503 | PA      | $394888.16    | 0.00%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484292.21    | 0.00%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | Linde, Inc                                                                       | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    625000 | PA      | $491061.38    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985160.28   | 0.01%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                             | Leggett & Platt, Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $310601.20    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | Georgia Power Co                                                                 | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015700.85   | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60500000 | PA      | $55955410.01  | 0.26%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5088872.65   | 0.02%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    425000 | PA      | $396433.95    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                         | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483776.78   | 0.01%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464495.50   | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274030.59    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36224 | PA      | $35603.87     | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                      | Cabot Corp                                                                       | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999067.55    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508898.23    | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492019.07    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $653004.57    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2920024.17   | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4601219.76   | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $69680078.30  | 0.33%             | 2032-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc                                                      | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950690.34    | 0.00%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038095.99   | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $27763672.00  | 0.13%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group, Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027907.08   | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959141.35    | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9385593 | PA      | $8634803.13   | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36202X4L8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      6291 | PA      | $6329.19      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503355.79    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2184005.00   | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                 | Ross Stores, Inc                                                                 | CUSIP: 778296AC7<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55018.07     | 0.00%             | 2027-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR Capital Corp                                                              | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491449.44    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                        | Fortune Brands Innovations, Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035634.84   | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                        | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002053.25   | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FF3X3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8060465 | PA      | $7750588.91   | 0.04%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | Johnson Controls International plc                                               | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $871061.56    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                          | Acuity Brands Lighting, Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446011.48    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10122651 | PA      | $9100859.91   | 0.04%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd                                                    | Aspen Insurance Holdings Ltd                                                     | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1031135.91   | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $941476.13    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1051857.83   | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EX88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2593249 | PA      | $2674707.64   | 0.01%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                            | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2957660 | PA      | $3087205.51   | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4980508.20   | 0.02%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    600000 | PA      | $496246.10    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | Western Union Co                                                                 | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495546.49    | 0.00%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90681.11     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380835.45    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    675000 | PA      | $423869.18    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                         | Fidelity National Information Services, Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491125.08   | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058403.90   | 0.01%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EGUC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       393 | PA      | $391.18       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2386305 | PA      | $2404729.30   | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473061.17   | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                   | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $966309.05    | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                        | Brighthouse Financial, Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    236000 | PA      | $160476.36    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                            | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492045.71    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                             | Toledo Hospital                                                                  | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450463.14    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                        | Hackensack Meridian Health, Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    750000 | PA      | $467346.17    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $970053.42    | 0.00%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | Entergy Arkansas LLC                                                             | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512676.65    | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $319839.25    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5974526 | PA      | $5085640.32   | 0.02%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EMDN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935332 | PA      | $922764.49    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                        | Hackensack Meridian Health, Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164096.78    | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                 | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $985737.00    | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | Solventum Corp                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    975000 | PA      | $952558.82    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36178DSQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    764653 | PA      | $689303.07    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12186320 | PA      | $9860171.60   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388034.17    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $930332.75    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289349.50    | 0.00%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $234571.79    | 0.00%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1473207.74   | 0.01%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A2T55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     57706 | PA      | $58665.72     | 0.00%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX Corp                                                                        | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756184.80    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974469.43    | 0.00%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas, Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964370.22    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1947601.22   | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200359.37    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336230.99    | 0.00%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411727.68    | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | Alabama Power Co                                                                 | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989760.22    | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798995 | PA      | $755366.18    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                       | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002533.64   | 0.00%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                     | American National Group, Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731164.59    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                           | Molson Coors Beverage Co                                                         | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    525000 | PA      | $471726.03    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2605205.07   | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                              | Ally Auto Receivables Trust                                                      | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $480266.04    | 0.00%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $899379.37    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508516.74    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496135.44    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $856078.99    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $843286.18    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                           | Continental Resources, Inc                                                       | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489834.25   | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296Q6Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     17818 | PA      | $17163.02     | 0.00%             | 2039-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    715000 | PA      | $552776.64    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402915.23    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505150.58    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    925000 | PA      | $781069.68    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1029727.59   | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | McCormick & Co, Inc                                                              | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477127.02    | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1060409.72   | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016674.78   | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | Augusta SpinCo Corp                                                              | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996540.42    | 0.00%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749677.34    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial, Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1562335.80   | 0.01%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    625000 | PA      | $610658.93    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009611.13   | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                        | Main Street Capital Corp                                                         | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504276.72    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                                   | American Municipal Power, Inc                                                    | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1165000 | PA      | $1455098.98   | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9PZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1521 | PA      | $1552.95      | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471489.55    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand, Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976674.21    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1548984.51   | 0.01%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                                               | Iowa Health System                                                               | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    445000 | PA      | $330385.89    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1065637.70   | 0.00%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033520.46   | 0.00%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371NV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1101 | PA      | $1111.35      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | Vulcan Materials Co                                                              | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170554.91    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1250000 | PA      | $1200169.36   | 0.01%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3206365.65   | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475144.12    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1472970.72   | 0.01%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                      | Coca-Cola Consolidated, Inc                                                      | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025116.91   | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                        | CUSIP: 748148SH7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $991280.84    | 0.00%             | 2031-01-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36290NA77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      9184 | PA      | $9246.20      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    775000 | PA      | $724269.45    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $58469140.80  | 0.27%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 135000000 | PA      | $138058593.75 | 0.65%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $409128.05    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $222354.85    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $975082.80    | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024092.84   | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2052954.06   | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                  | McCormick & Co, Inc                                                              | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    400000 | PA      | $309968.53    | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    304000 | PA      | $338873.00    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc                                                      | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966217.38    | 0.00%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                         | Jefferies Financial Group, Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846768.46    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014534.42   | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | Capital One MExecution Trust                                                     | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494596.30    | 0.00%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $335043.12    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NLF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2864708 | PA      | $2831991.51   | 0.01%             | 2043-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871768.16    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198020.37    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529923.14   | 0.01%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100657.51    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5631567 | PA      | $4591234.28   | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | Mosaic Co                                                                        | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88074.20     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2419042.98   | 0.01%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    700000 | PA      | $489625.40    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974844.82    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  41021670 | PA      | $34765780.89  | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520623.74   | 0.01%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                                | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    375000 | PA      | $357944.59    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $645464.30    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT Defense Properties LP                                                       | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493539.74    | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                         | Japan Bank for International Cooperation                                         | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1500000 | PA      | $1312004.22   | 0.01%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001574.16   | 0.00%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3315599.59   | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391JQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3541 | PA      | $3609.43      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares, Inc                                                       | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985405.40    | 0.00%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020406.19   | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                   | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAG4<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490558.75    | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $4826219.83   | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                                                   | Lubrizol Corp                                                                    | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167675.08    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc                                                                     | CUSIP: 03073EBF1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122333.16    | 0.00%             | 2056-02-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1002423.89   | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot, Inc                                                                  | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462426.32   | 0.01%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                        | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $649537.68    | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group plc                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1516525.38   | 0.01%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                      | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $322956.14    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                      | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460418.41    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                     | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187713.32    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $808384.35    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA WTR & WSTWTR REVENU                                                  | City of Atlanta GA Water & Wastewater Revenue                                    | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    680000 | PA      | $573489.49    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                       | AGCO Corp                                                                        | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021702.67   | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509205.80    | 0.00%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1600953.83   | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                                                  | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $341068.17    | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    519917 | PA      | $502882.01    | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | Japan Bank for International Cooperation                                         | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1020418.40   | 0.00%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241KB64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     11764 | PA      | $12103.90     | 0.00%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1521311.85   | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1767521.70   | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                 | OhioHealth Corp                                                                  | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $890396.13    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                      | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1858861.70   | 0.01%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | Royalty Pharma plc                                                               | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $480040.84    | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH America Finance, Inc                                                         | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198647.25    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    485000 | PA      | $489522.59    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC Arizona Corp                                                                | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466472.30    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410GER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39237 | PA      | $40564.24     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF NEBRASKA NE FACS CORP                                                   | University of Nebraska Facilities Corp                                           | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $364371.00    | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2054685.04   | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10599129 | PA      | $8932903.25   | 0.04%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92000000 | PA      | $88082812.96  | 0.41%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X34R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234995 | PA      | $231160.13    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1348918.17   | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                     | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478820.11    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                           | Evergy Kansas Central, Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491989.41    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    675000 | PA      | $645890.69    | 0.00%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                         | Takeda US Financing, Inc                                                         | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000074.42   | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6507656 | PA      | $6220228.28   | 0.03%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  10661624 | PA      | $9527584.57   | 0.04%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    650000 | PA      | $574385.73    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                    | Avangrid, Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    625000 | PA      | $610010.01    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    725000 | PA      | $690209.34    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5696902 | PA      | $5148984.58   | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2126290 | PA      | $2034358.28   | 0.01%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | Piedmont Natural Gas Co, Inc                                                     | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173511.84    | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp                                                                      | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973175.90    | 0.00%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247244.02    | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663588.26    | 0.00%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                                         | American Airlines Pass Through Trust                                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505818 | PA      | $471010.95    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                             | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998909.64    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1841948.10   | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DJK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764551 | PA      | $735719.24    | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | Kite Realty Group LP                                                             | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498132.56    | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021951.44   | 0.00%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36200ACN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     41188 | PA      | $42143.11     | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1009017.24   | 0.00%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | Stryker Corp                                                                     | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    575000 | PA      | $364251.87    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980750.84   | 0.01%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $911429.82    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4652 | PA      | $4686.78      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics, Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497034.58    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $20472890.68  | 0.10%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779294.71    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $745392.11    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | Piedmont Natural Gas Co, Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880248.40    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                        | State of Texas                                                                   | CUSIP: 882722VP3<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    600000 | PA      | $598918.62    | 0.00%             | 2033-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    575000 | PA      | $576368.86    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                 | United Nations Development Corp                                                  | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $216519.20    | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1107317.50   | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YYU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2449323 | PA      | $2369637.60   | 0.01%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93574.10     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJUM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    367691 | PA      | $363205.41    | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | Adobe, Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022930.37   | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X0ZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1399049 | PA      | $1316662.10   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1267311.14   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6616397 | PA      | $6721062.46   | 0.03%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128LURD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1013 | PA      | $1036.71      | 0.00%             | 2037-06-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON                                                   | Metropolitan Government of Nashville & Davidson County Convention Center Auth    | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $107043.93    | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUM29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3767 | PA      | $3843.96      | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011781.98   | 0.01%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963508.72   | 0.01%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ASS78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2576 | PA      | $2567.45      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008000.06   | 0.00%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV                                                                           | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $1795234.62   | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                     | Mayo Clinic                                                                      | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160532.25    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427840.65    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies, Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043541.34   | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1140552 | PA      | $1089920.73   | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | Markel Group, Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    750000 | PA      | $491761.84    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | Agilent Technologies, Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904997.17    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                        | Broadstone Net Lease LLC                                                         | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438912.25    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                     | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150517.73    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163EBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $434410.70    | 0.00%             | 2054-06-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1456059.75   | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | Ford Credit Floorplan Master Owner Trust A Series                                | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $986283.48    | 0.00%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                          | Church & Dwight Co, Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78289.76     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | Plains All American Pipeline LP                                                  | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1787564.28   | 0.01%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1806297.76   | 0.01%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | J M Smucker Co                                                                   | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034292.17   | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498365.80    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176346.80    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1064005.23   | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1450000 | PA      | $1167413.28   | 0.01%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                        | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $614388.36    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities, Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452737.45    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST TOLL HIGHWAY AUTH                                                   | Illinois State Toll Highway Authority                                            | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    500000 | PA      | $531962.85    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                         | American Electric Power Co, Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698223.45    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7111897 | PA      | $7192494.92   | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd                                                                        | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1365825.80   | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419GYP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33278 | PA      | $31592.35     | 0.00%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31415LMA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       250 | PA      | $258.26       | 0.00%             | 2038-08-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043356.74   | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10831809 | PA      | $9972026.84   | 0.05%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                          | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515920.99   | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $53476757.95  | 0.25%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                             | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $485248.83    | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1384718.03   | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | International Paper Co                                                           | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449681.77    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $697102.03    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2821405.24   | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    525000 | PA      | $477907.61    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                       | Jabil, Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99072.14     | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JRSP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33933 | PA      | $34975.03     | 0.00%             | 2037-03-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    750000 | PA      | $698885.70    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M82R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    219238 | PA      | $208262.61    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                                     | City of New York NY                                                              | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    345000 | PA      | $325630.22    | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                        | Constellation Energy Generation LLC                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $947699.65    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                    | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985402.21    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc                                                                     | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979744.01    | 0.00%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99048.69     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $578822.23    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                     | FNB Corp                                                                         | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006210.30   | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    625000 | PA      | $516187.16    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    107000 | PA      | $77362.85     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414R4W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4044 | PA      | $4202.52      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJKK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1822 | PA      | $1874.90      | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $250004.39    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    950000 | PA      | $992524.76    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co                                                                        | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1439451.50   | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X3F72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230816 | PA      | $227005.28    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996728.26    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030072.51   | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1605751.56   | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981349.28    | 0.00%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3600519 | PA      | $3363496.94   | 0.02%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889554.61    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    500000 | PA      | $427968.83    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915641.19    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18550000 | PA      | $15108105.38  | 0.07%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1029557 | PA      | $942973.62    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                  | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011021.24   | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                            | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1024680.97   | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | Stryker Corp                                                                     | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494402.99    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1319542.46   | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4388537.12   | 0.02%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  38144479 | PA      | $30992871.81  | 0.14%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485312.50   | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                    | Hydro-Quebec                                                                     | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $227313.38    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                           | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1003043.30   | 0.00%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1015975.24   | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15434409 | PA      | $13133612.96  | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                | Commonwealth of Massachusetts                                                    | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    750000 | PA      | $510594.15    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31409CV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       596 | PA      | $601.99       | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                        | W R Berkley Corp                                                                 | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175431.30    | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505177.28   | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                       | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1871372.72   | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca plc                                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $882451.56    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                       | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $652926.75    | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced                                                   | Volkswagen Auto Loan Enhanced Trust                                              | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007138.90   | 0.00%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1088126.06   | 0.01%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154284.52    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1660318.70   | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $578146.76    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1637193.65   | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012695.07   | 0.00%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149753.75    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                           | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2517115.50   | 0.01%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5883000 | PA      | $5379554.16   | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2118694.12   | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389482.22    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $679281.70    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                                                  | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $983062.50    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026178.41   | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $337158.68    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2450000 | PA      | $2452716.95   | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                     | American National Group, Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010315.15   | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31407VSN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14590 | PA      | $14679.63     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 CLASS AA                                                           | FedEx Corp Pass Through Trust                                                    | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    705901 | PA      | $607621.52    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    775000 | PA      | $715737.52    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2252734.15   | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services, Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494172.36    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2257600 | PA      | $2099628.08   | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     30957 | PA      | $31324.96     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370054.37    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1958575.18   | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                             | Commonwealth Financing Authority                                                 | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    825000 | PA      | $633024.40    | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921122.47    | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank                                                           | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1031228.71   | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38500000 | PA      | $38435331.94  | 0.18%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                        | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442573.99    | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $945712.43    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250858.87    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1325748.98   | 0.01%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009138.93   | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                  | New York State Dormitory Authority                                               | CUSIP: 64990GGK2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    200000 | PA      | $177043.82    | 0.00%             | 2048-08-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76821 | PA      | $79478.59     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | Starbucks Corp                                                                   | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758296.97    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                               | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253111.35    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                               | Hormel Foods Corp                                                                | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947643.63    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $335460.66    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49500000 | PA      | $48767651.46  | 0.23%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $876168.22    | 0.00%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251149.45    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | Wisconsin Electric Power Co                                                      | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    425000 | PA      | $381720.21    | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | Markel Group, Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    750000 | PA      | $640640.96    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENVER CO PUBLIC SCHS COPS                                                      | Denver City & County School District No                                          | CUSIP: 249218BC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $337482.50    | 0.00%             | 2037-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404719.27    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6963441.37   | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | General Dynamics Corp                                                            | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478229.28    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NBE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    204378 | PA      | $208263.32    | 0.00%             | 2043-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1756950.80   | 0.01%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058LY7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  10000000 | PA      | $9818140.00   | 0.05%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | Boston Scientific Corp                                                           | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    343000 | PA      | $321287.71    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068799.82   | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                         | County of Miami-Dade Seaport Department                                          | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    510000 | PA      | $524021.38    | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California                                                              | CUSIP: 13063EMJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70699.45     | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                        | Stanley Black & Decker, Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $913031.30    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                           | Svensk Exportkredit AB                                                           | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1506257.39   | 0.01%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust                                     | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016001.20   | 0.01%             | 2029-12-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4799609.40   | 0.02%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292128.60    | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66 Co                                                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $357935.54    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228400.85    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1542637.34   | 0.01%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1002174.89   | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   6000000 | PA      | $5995488.30   | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                  | Carvana Auto Receivables Trust                                                   | CUSIP: 14688DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $495603.35    | 0.00%             | 2028-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31404KP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17387 | PA      | $17579.67     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JRRX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6614 | PA      | $6757.26      | 0.00%             | 2036-09-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy, Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508126.50    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                             | Province of Alberta Canada                                                       | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1784433.60   | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2498205.75   | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524167.57   | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Diamondback Energy Inc                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418613.74   | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416PPW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33867 | PA      | $33517.26     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | Devon Energy Corp                                                                | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $939769.81    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SUW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1040561 | PA      | $995254.04    | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1755264.78   | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | ConAgra Brands, Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697479.44    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1242760 | PA      | $1256446.00   | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024139.47   | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                        | Corporate Office Properties LP                                                   | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932671.89    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998788.44    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                           | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371378.52    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | Revvity, Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900349.47    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | Kroger Co                                                                        | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1576225.23   | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    900000 | PA      | $733949.88    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                              | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473267.41    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1538475.78   | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510407.12    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| BHP Billiton Finance USA Ltd                                                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1029215.94   | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $47228515.50  | 0.22%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                              | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307241.86    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HJZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2043965.60   | 0.01%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | Kenvue, Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505325.42    | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76234.58     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380058.61    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | Genuine Parts Co                                                                 | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1292582.13   | 0.01%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    825000 | PA      | $869119.41    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group, Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535881.18    | 0.00%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 21688ABT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1478945.06   | 0.01%             | 2031-01-14      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1189063.49   | 0.01%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                        | Johns Hopkins Health System Corp                                                 | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $275153.09    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                                          | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521460.65    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $411231.23    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                           | Kentucky Utilities Co                                                            | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247429.05    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KFHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      6858 | PA      | $7198.90      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                | Campbell Soup Co                                                                 | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    725000 | PA      | $716230.43    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13786532 | PA      | $11395548.91  | 0.05%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980607.39    | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $330447.01    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2534976.35   | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312940CM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     45659 | PA      | $46202.33     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                              | Maryland Economic Development Corp                                               | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    940000 | PA      | $943449.14    | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    325000 | PA      | $278223.26    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                | Eastern Gas Transmission & Storage, Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174714.62    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58000000 | PA      | $58237890.48  | 0.27%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                    | AES Corp                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    675000 | PA      | $597159.10    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    825000 | PA      | $803443.53    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138MDZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456369 | PA      | $430060.46    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                    | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487650.80   | 0.01%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95002UAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $433110.55    | 0.00%             | 2053-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp                                                                         | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007420.06   | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1415686.73   | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2658734.10   | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca plc                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $2123402.25   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $2923500.00   | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                             | El Paso Electric Co                                                              | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171159.79    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | Augusta SpinCo Corp                                                              | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997262.94    | 0.00%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2070 | PA      | $2092.08      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490095.24    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                  | Legg Mason, Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386613.34    | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BHD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    431131 | PA      | $404834.93    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1161194.62   | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988123.86    | 0.00%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3697284.28   | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132JMTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    925923 | PA      | $847979.24    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $44175312.72  | 0.21%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                               | L3Harris Technologies, Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000619.70   | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412194.57    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | Smurfit Westrock Financing DAC                                                   | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $983880.05    | 0.00%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992137.02    | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1453998.11   | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                         | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $475287.29    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | Steel Dynamics, Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500642.78   | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $987528.20    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | Truist Bank                                                                      | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    475000 | PA      | $431343.55    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | Nordic Investment Bank                                                           | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $496390.17    | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | Globe Life, Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173189.79    | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                         | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1742200.62   | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                                                  | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    490000 | PA      | $408570.67    | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | McKesson Corp                                                                    | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503017.99    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $277001.97    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $286116.29    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112508.02    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                      | BMO Mortgage Trust                                                               | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1060852.20   | 0.00%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KeyCorp                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934738.53    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36295QBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     28433 | PA      | $28886.63     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | Banner Health                                                                    | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463548.58    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology, Inc                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    750000 | PA      | $791722.64    | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529555.30   | 0.01%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | Eastern Energy Gas Holdings LLC                                                  | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037055.32   | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                         | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478667.20    | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765215.66    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                 | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160405.96    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1146677.15   | 0.01%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $857046.39    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                 | Capital One Prime Auto Receivables Trust                                         | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504224.25    | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY RESOURCES AUTH TR                                                  | Idaho Energy Resources Authority                                                 | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1045350.45   | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768517.09    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | Markel Group, Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131593.97    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                        | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    850000 | PA      | $837752.93    | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1175000 | PA      | $1195406.75   | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418NCV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3413 | PA      | $3512.34      | 0.00%             | 2040-05-01      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | General Mills, Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876564.67    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1321696.86   | 0.01%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1048157.52   | 0.00%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | Mosaic Co                                                                        | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303189.27    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31406BBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1980 | PA      | $2033.35      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    141396 | PA      | $129717.22    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $971934.60    | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $632156.26    | 0.00%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| Crown Castle Inc                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024258.31   | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $919313.77    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405550.44    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1572934.95   | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9119100 | PA      | $8228577.42   | 0.04%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3411070 | PA      | $3157474.33   | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93874.07     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services, Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $954746.59    | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                          | Mondelez International, Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    725000 | PA      | $615333.94    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Autodesk Inc                                                                    | Autodesk, Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001287.62   | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE, Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    825000 | PA      | $645662.97    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                            | Southern Copper Corp                                                             | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1282592.74   | 0.01%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $109832421.60 | 0.51%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRI                                                  | Foothill-Eastern Transportation Corridor Agency                                  | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $234997.53    | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993393.78    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $635758.03    | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1538371.20   | 0.01%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                                                  | University of Virginia                                                           | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $280530.90    | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4145894 | PA      | $3943563.86   | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004566.28   | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | Reynolds American, Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201406.55    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483495.75    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038753.69   | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018136.99   | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $391419.70    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B5B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1638941 | PA      | $1480056.57   | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478098.41    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2482882 | PA      | $2357564.83   | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1447493.78   | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | Digital Realty Trust LP                                                          | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299192.50    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3176573.36   | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010309.29   | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $667252.04    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                         | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1625000 | PA      | $1709148.64   | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                        | Everest Reinsurance Holdings, Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $165853.14    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                             | Georgia-Pacific LLC                                                              | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    750000 | PA      | $834690.26    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    597430 | PA      | $574064.09    | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $406183.89    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410GN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19302 | PA      | $20346.35     | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494406.99    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    303000 | PA      | $289301.24    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   7310000 | PA      | $7469431.68   | 0.03%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $505966.50    | 0.00%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    811926 | PA      | $794992.40    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCo, Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    685000 | PA      | $657541.95    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                       | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3152003.88   | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $731171.35    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2475843 | PA      | $2312249.06   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1669527.00   | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $398262.08    | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                          | AngloGold Ashanti Holdings plc                                                   | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1000000 | PA      | $961226.68    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DPZQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2120195 | PA      | $2029146.43   | 0.01%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4773747 | PA      | $4394687.39   | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1611313.07   | 0.01%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | Amcor Flexibles North America, Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011451.49   | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469462.25   | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Carmax Auto Owner Trust 2025-3                                                  | Carmax Auto Owner Trust                                                          | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502415.80    | 0.00%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997927.60    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7272560 | PA      | $7179048.68   | 0.03%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                            | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $302742.10    | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc                                                               | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $750617.50    | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417KSE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56331 | PA      | $54568.95     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                        | W R Berkley Corp                                                                 | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171777.45    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419AG35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99982 | PA      | $98948.66     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1775000 | PA      | $1649631.91   | 0.01%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505014.36    | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | Lear Corp                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    326000 | PA      | $322742.46    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128E5PA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     31191 | PA      | $31156.86     | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $458376.63    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967889.93    | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002727.76   | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | Healthpeak OP LLC                                                                | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733649.48    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483211.73   | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7515889 | PA      | $7276315.44   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5344257 | PA      | $4704735.41   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    750000 | PA      | $602052.33    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5606226 | PA      | $4858712.55   | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                          | Campbell Soup Co                                                                 | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    475000 | PA      | $392866.25    | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7WT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    238918 | PA      | $234174.34    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                                             | University of Michigan                                                           | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $363096.05    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares, Inc                                                       | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015155.46   | 0.00%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $978093.60    | 0.00%             | 2032-02-24      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6EE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4906 | PA      | $4976.61      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co                                                         | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947746.20    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2184605.24   | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009359.21   | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                               | Novant Health, Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $625808.86    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B4G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    535958 | PA      | $518907.59    | 0.00%             | 2036-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                            | Southern Copper Corp                                                             | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978276.40   | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36297FD25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      3188 | PA      | $3172.67      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1492360.50   | 0.01%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CNH Equipment Trust 2024-B                                                      | CNH Equipment Trust                                                              | CUSIP: 18978JAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020289.30   | 0.00%             | 2031-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                   | Automatic Data Processing, Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    775000 | PA      | $759874.15    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138XTTW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    615150 | PA      | $592676.00    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ERB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065529 | PA      | $1103219.27   | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3142J6AR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6635650 | PA      | $6860180.48   | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                   | J M Smucker Co                                                                   | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244561.93    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California                                                              | CUSIP: 13063EHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2067057.40   | 0.01%             | 2030-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915474.63    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                          | Webster Financial Corp                                                           | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228508.30    | 0.00%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724038.08    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                        | Baylor Scott & White Holdings                                                    | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $623394.74    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                        | Air Products and Chemicals, Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $773508.65    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE Gas, Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486006.52    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294468.91    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                       | Orange S.A.                                                                      | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    745000 | PA      | $880539.00    | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402QY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12747 | PA      | $13018.08     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ, Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902751.01    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EG45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     14146 | PA      | $14597.62     | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1626784.00   | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $7872080.05   | 0.04%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $347793.48    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159328.48    | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                            | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486560.10    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $980300.76    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2199698.00   | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $393616.38    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    800000 | PA      | $783775.27    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $488932.30    | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290827.27    | 0.00%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3Harris Technologies, Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023224.63   | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                         | Honeywell International, Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    950000 | PA      | $861184.40    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Securitization Funding II LLC                                      | DTE Electric Securitization Funding II LLC                                       | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1073097.68   | 0.01%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $554288.73    | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | Hanover Insurance Group, Inc                                                     | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991330.72    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239862.04   | 0.01%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                          | Allegion US Holding Co, Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510368.20    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17639989 | PA      | $17032149.15  | 0.08%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025294.85   | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | Southwestern Electric Power Co                                                   | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491675.03    | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    825000 | PA      | $689933.57    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5VT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     27858 | PA      | $29255.03     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2827836.77   | 0.01%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3073583.79   | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    125000 | PA      | $87162.72     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | Motorola Solutions, Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006957.39   | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa, Inc                                                                        | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990856.03    | 0.00%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                  | McCormick & Co, Inc                                                              | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283180.74    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718928.76    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $417870.95    | 0.00%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation, Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $836823.51    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1015668.31   | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417F2D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355036 | PA      | $349945.51    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2579669 | PA      | $2326787.04   | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 190000000 | PA      | $190645703.60 | 0.89%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    575000 | PA      | $478966.01    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977804.03    | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3194513 | PA      | $2867699.49   | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173742.15    | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab, Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296044.64    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | Province of Manitoba Canada                                                      | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1024576.92   | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                        | Martin Marietta Materials, Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    450000 | PA      | $359704.53    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                               | AHS Hospital Corp                                                                | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $918777.54    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HLXV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1004328.20   | 0.00%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527451.76   | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015777.90   | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                            | University of Pittsburgh Medical Center                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | MUN               | US        |    500000 | PA      | $477058.30    | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780EF9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $481234.42    | 0.00%             | 2036-02-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                            | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1138152.21   | 0.01%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                              | Vertiv Holdings Co                                                               | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480621.41    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | Otis Worldwide Corp                                                              | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534449.68   | 0.01%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    925000 | PA      | $793566.57    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    375000 | PA      | $217110.72    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | San Diego Gas & Electric Co                                                      | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947654.02    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $939454.69    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3Harris Technologies, Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017384.33   | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                        | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1015220.08   | 0.00%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $712127.27    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    625000 | PA      | $502734.42    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | Apollo Global Management, Inc                                                    | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495301.35    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503567.09    | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                               | Novant Health, Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $790462.40    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $726782.72    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | Expedia Group, Inc                                                               | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992066.13    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $634895.45    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1998981.03   | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP                                                                   | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972598.20    | 0.00%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                 | Hershey Co                                                                       | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60834.16     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9181237 | PA      | $7110635.02   | 0.03%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1840473.28   | 0.01%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1100184.00   | 0.01%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36290X5Z9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     46882 | PA      | $48604.81     | 0.00%             | 2037-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies, Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1582223.21   | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $643068.77    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | Takeoff Merger Sub, Inc                                                          | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993564.24    | 0.00%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | Nucor Corp                                                                       | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2005636.16   | 0.01%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                 | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $806772.96    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168768.33    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | Kilroy Realty LP                                                                 | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248071.12    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $706802.29    | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563369.52    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust                                                               | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2099824.00   | 0.01%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                        | Johnson Controls International plc                                               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $282373.67    | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989273.07    | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                         | Japan International Cooperation Agency                                           | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    700000 | PA      | $689536.81    | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87052.99     | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7303246 | PA      | $6906383.66   | 0.03%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041324.81   | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417SBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5776 | PA      | $5837.62      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of ,NV Scotia                                                               | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $985800.84    | 0.00%             | 2034-02-02      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $983233.81    | 0.00%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $898501.75    | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | Tyson Foods, Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461129.74    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                  | Globe Life, Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030228.78   | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                 | Hershey Co                                                                       | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201543.89    | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                       | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1016236.01   | 0.00%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | Korea Development Bank                                                           | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $984347.71    | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2540894.15   | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1136155.55   | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $703422.91    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | Korea Development Bank                                                           | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $889254.62    | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149759.25    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $386565.08    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                             | Citizens Bank NA                                                                 | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500253.25    | 0.00%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162069.42    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | Coterra Energy, Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003188.57   | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $304780.31    | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1917205 | PA      | $1769226.79   | 0.01%             | 2054-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5479207 | PA      | $5155876.08   | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $985510.16    | 0.00%             | 2032-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $544205.37    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                           | Molson Coors Beverage Co                                                         | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1210458.02   | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | Kimco Realty OP, LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1082149.82   | 0.01%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1559063.61   | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $304659.48    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417ESS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881462 | PA      | $781686.49    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RUTGERS NJ ST UNIV                                                              | Rutgers The State University of New Jersey                                       | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    500000 | PA      | $330061.05    | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WD6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317128 | PA      | $308199.84    | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1546251.30   | 0.01%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                          | Texas Health Resources                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82170.42     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $847850.99    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | Medtronic, Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $957659.14    | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                    | Bio-Rad Laboratories, Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    525000 | PA      | $487630.49    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ENQ85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1909684 | PA      | $1893565.87   | 0.01%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261983.89    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                            | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1012706.35   | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1300000 | PA      | $1191485.91   | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    625000 | PA      | $606111.56    | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063D3R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1081055.00   | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                         | PPL Capital Funding, Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007082.68   | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161324.95    | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2569356.25   | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486362.52    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $65914843.40  | 0.31%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PulteGroup, Inc                                                                  | CUSIP: 745867AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977302.87    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE Services, Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739590.51    | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corp                                                     | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499554.85    | 0.00%             | 2035-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8939004 | PA      | $8404281.18   | 0.04%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | Hasbro, Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975968.60    | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013192.99   | 0.00%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                        | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1026594.98   | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | Wisconsin Power and Light Co                                                     | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581383.01    | 0.00%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ASNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11641 | PA      | $12034.66     | 0.00%             | 2041-10-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015119.30   | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YPH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3893893 | PA      | $3970065.03   | 0.02%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                        | OMEGA Healthcare Investors, Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    825000 | PA      | $824292.72    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA Financial Corp                                                               | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507019.72    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank                                                           | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1074047.85   | 0.01%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249240.55    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                             | Ford Credit Auto Lease Trust                                                     | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501121.45    | 0.00%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                        | Korea International Bond                                                         | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   2500000 | PA      | $2533485.75   | 0.01%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $227971.95    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1026029.13   | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36180AAF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  12651183 | PA      | $12783344.60  | 0.06%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | AmerisourceBergen Corp                                                           | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196975.19    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972695.63    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $662536.54    | 0.00%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413TT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44574 | PA      | $45919.78     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128E3ZP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        48 | PA      | $48.62        | 0.00%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1616667.20   | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                                           | RenaissanceRe Finance, Inc                                                       | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197836.36    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1041685.00   | 0.00%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419JSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195661 | PA      | $188974.33    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899084.69    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    775000 | PA      | $558130.98    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624865.69    | 0.00%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $955011.01    | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915398.46    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410KMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254105 | PA      | $269331.63    | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | Arizona Public Service Co                                                        | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983174.98    | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027057.97   | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990015.35    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank                                                            | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2016539.46   | 0.01%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                           | Oglethorpe Power Corp                                                            | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408689.74    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971074.61    | 0.00%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot, Inc                                                                  | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523053.50   | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9986328.10   | 0.05%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462307.91   | 0.01%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $9837597.69   | 0.05%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | State of Illinois                                                                | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    996154 | PA      | $1043357.01   | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA                                                  | Chicago O'Hare International Airport                                             | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $113107.50    | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29375390.70  | 0.14%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3022657 | PA      | $2890366.74   | 0.01%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $367763.88    | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2671931.22   | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                           | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001362.02   | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service, Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027235.06   | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36180C5D7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    858147 | PA      | $785481.10    | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006220.91   | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                          | Advanced Micro Devices, Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487595.03    | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| BRITISH TELECOMMUNICATIO                                                        | British Telecommunications plc                                                   | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1776737.53   | 0.01%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C36                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $515509.10    | 0.00%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | Cummins, Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482669.98    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $679035.31    | 0.00%             | 2051-04-01      | 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        |   1320000 | PA      | $1166289.25   | 0.01%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                     | Snap-on, Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $331712.89    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471418.68    | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $767825.38    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAZ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999011.49    | 0.00%             | 2031-02-12      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $928497.11    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries, Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995962.42    | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                               | CNH Industrial NV                                                                | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $494900.43    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                       | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1925000 | PA      | $1847188.29   | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3058143.66   | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | Freeport-McMoRan, Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979542.71    | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5146180 | PA      | $4836009.11   | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    450000 | PA      | $325659.56    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA Corp                                                                      | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $1524420.52   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  44578349 | PA      | $36194821.06  | 0.17%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | Regency Centers Corp                                                             | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202160.94    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1014832.45   | 0.00%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     85104 | PA      | $81847.68     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                           | BlackRock Funding, Inc                                                           | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014418.64   | 0.00%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $3764302.00   | 0.02%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive, Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988932.29    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $471554.95    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $37026015.44  | 0.17%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association (GNMA)                                  | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5516360 | PA      | $4748997.54   | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | 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        |   3750000 | PA      | $2739178.99   | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346691.64    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                         | Anheuser-Busch Cos LLC                                                           | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3068014.51   | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                   | Automatic Data Processing, Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010256.77   | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                               | Brown-Forman Corp                                                                | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176843.31    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $820838.30    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2809793 | PA      | $2625601.59   | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1331433.58   | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                             | Dollar General Corp                                                              | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $375073.67    | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988450.97    | 0.00%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $688354.28    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4K85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1569 | PA      | $1584.60      | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10641692 | PA      | $9797200.44   | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                           | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1985777.82   | 0.01%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1500000 | PA      | $1486234.55   | 0.01%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    425000 | PA      | $368959.08    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | Affiliated Managers Group, Inc                                                   | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496118.93    | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $896289.20    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | Willis North America, Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $727992.20    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1021407.41   | 0.00%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Northern States Power Co/WI                                                     | Northern States Power Co                                                         | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490895.95    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454168.93    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay, Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902435.61    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                       | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1337679.21   | 0.01%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297AX90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      6491 | PA      | $6542.53      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505591.15    | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963337.06    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | Capital One MExecution Trust                                                     | CUSIP: 14041NGF2<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496977.75    | 0.00%             | 2030-09-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8106847 | PA      | $8009230.76   | 0.04%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1080629.06   | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YDR7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $979982.51    | 0.00%             | 2032-05-12      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1781689.84   | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433642.23    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $183307.24    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | Telefonica Emisiones S.A.                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    625000 | PA      | $689353.95    | 0.00%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163133.83    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2926658.91   | 0.01%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    218000 | PA      | $201384.93    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1910537.22   | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $447281.79    | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     67565 | PA      | $71025.07     | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA Corp                                                                         | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991121.16    | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | Israel Government International Bond                                             | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   8000000 | PA      | $8134838.72   | 0.04%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233974.50    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11439 | PA      | $11866.07     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6044940 | PA      | $5400638.29   | 0.03%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803159.54    | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                       | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145382.61    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7H74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     35418 | PA      | $35839.14     | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | Manulife Financial Corp                                                          | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $976937.01    | 0.00%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXUH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      8332 | PA      | $8621.72      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                    | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $978070.70    | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | Kilroy Realty LP                                                                 | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193340.27    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013101.86   | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO Energy Co                                                                   | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981768.34   | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048463.50   | 0.01%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | Rogers Communications, Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $995644.76    | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                         | Raymond James Financial, Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    425000 | PA      | $377772.47    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA                                                  | Chicago O'Hare International Airport                                             | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    120000 | PA      | $104465.93    | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487763.35    | 0.00%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                            | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $884443.51    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                                                        | Corporate Office Properties LP                                                   | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158450.00    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011979.84   | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                                                           | Oglethorpe Power Corp                                                            | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436165.19    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196502.48    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1321349.61   | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1084505.33   | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CitiBank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $673500.32    | 0.00%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202F4Q6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    172984 | PA      | $163959.40    | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753307.92    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $999706.21    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                                                                | Ventas Realty LP                                                                 | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005503.87   | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                                | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $911419.09    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                                                  | Bay Area Toll Authority                                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2611658.75   | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria S.A.                                             | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $616105.75    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190179.64    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                             | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    950000 | PA      | $771257.50    | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3495000 | PA      | $3588873.60   | 0.02%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    943970 | PA      | $984247.60    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | General Mills, Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503321.52    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3913759.44   | 0.02%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                        | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228851.63    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964606.13    | 0.00%             | 2056-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $940435.52    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $672549.51    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $838382.70    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $331669.40    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                 | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1500000 | PA      | $1516665.53   | 0.01%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1750000 | PA      | $1541165.92   | 0.01%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240235.48    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                           | MSWF Commercial Mortgage Trust                                                   | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1593174.30   | 0.01%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3937521.12   | 0.02%             | 2031-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                         | Arch Capital Group US, Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276927.98    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HSS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2942 | PA      | $3044.60      | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DND0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5387048 | PA      | $4900754.86   | 0.02%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $367718.95    | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2677314.09   | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1892074.72   | 0.01%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                      | CNH Equipment Trust                                                              | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $993007.00    | 0.00%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                              | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243091.82    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | Ryder System, Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021289.19   | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144372.16    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                   | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263827.43    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511697.54   | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86000000 | PA      | $86282187.50  | 0.40%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                          | Berkshire Hathaway, Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $726466.93    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222452.00    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $269503.39    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2018237.74   | 0.01%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                  | Clorox Co                                                                        | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894891.04    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268806.28    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164124.14    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | ConAgra Brands, Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105209.22    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ADBP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2738 | PA      | $2699.58      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA                                                                 | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991096.58    | 0.00%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3015000 | PA      | $3017445.77   | 0.01%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740728.82    | 0.00%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                           | Queen's Health Systems                                                           | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    785000 | PA      | $694115.31    | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                    | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985680.17    | 0.00%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                            | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $683812.97    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                        | Everest Reinsurance Holdings, Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253737.66    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1115021 | PA      | $1044276.97   | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034093.65   | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                       | Xylem, Inc                                                                       | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    225000 | PA      | $215977.76    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | Jackson Financial, Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444834.77    | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3126046 | PA      | $3015586.72   | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2683392.30   | 0.01%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36200FEC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1422 | PA      | $1450.89      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16531126 | PA      | $16376251.26  | 0.08%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1725890 | PA      | $1577604.52   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services, Inc                                      | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    825000 | PA      | $818524.77    | 0.00%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9YN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    215239 | PA      | $214077.13    | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4923764 | PA      | $4611405.24   | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | Airbnb, Inc                                                                      | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001012.63   | 0.00%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3304450.14   | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | Mylan, Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497427.51    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | Agilent Technologies, Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473432.58    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | Japan Bank for International Cooperation                                         | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    125000 | PA      | $125974.43    | 0.00%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18006328.08  | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $470806.92    | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp                                                                  | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025969.71   | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | Quest Diagnostics, Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503568.38    | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $3882461.36   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1535540.47   | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YPG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3091601 | PA      | $3141580.22   | 0.01%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1734607.53   | 0.01%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976576.27    | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7L61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     34235 | PA      | $33923.80     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261067.66    | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138AJMT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1566 | PA      | $1561.35      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $616589.13    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412N3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109976 | PA      | $108839.51    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $694126.82    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | Nordic Investment Bank                                                           | CUSIP: 65562QC37<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |   4470000 | PA      | $4462358.76   | 0.02%             | 2028-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $265478.41    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2176776.42   | 0.01%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945812.96   | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990965.79    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494337.58    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $1994380.84   | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E6Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4607405 | PA      | $4548281.18   | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FJ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2981422 | PA      | $3004441.56   | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | Sixth Street Lending Partners                                                    | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745605.92    | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966499.46    | 0.00%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981255.50    | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    775000 | PA      | $488995.10    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2571981.20   | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E06L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42454 | PA      | $44446.67     | 0.00%             | 2041-12-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996251.03    | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1403817.12   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EHKB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95660 | PA      | $98717.36     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YDK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9411665 | PA      | $9541259.42   | 0.04%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197001.24    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1775827.70   | 0.01%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11263553 | PA      | $10636522.86  | 0.05%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $548441.53    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $330065.55    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15300071 | PA      | $15413091.35  | 0.07%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL AVIATION RE                                                  | County of Miami-Dade FL Aviation Revenue                                         | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $123172.91    | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2102932.58   | 0.01%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                   | Enel Chile S.A.                                                                  | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    675000 | PA      | $678710.23    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2098308.94   | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AMPF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    109433 | PA      | $105084.71    | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410931.11    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Government National Mortgage Association (GNMA)                                  | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5490869 | PA      | $4727062.28   | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                               | L3Harris Technologies, Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970898.30    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | Brunswick Corp                                                                   | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470411.39    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $274468.38    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202DNM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $110.88       | 0.00%             | 2031-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $676494.56    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414CS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4711 | PA      | $4843.59      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006700.05   | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178528.90    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402DJT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5575 | PA      | $5854.11      | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | Wisconsin Public Service Corp                                                    | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752863.18    | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    425000 | PA      | $364293.29    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028046.48   | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | Piedmont Natural Gas Co, Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995353.04    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EG5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4974 | PA      | $4955.34      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    691000 | PA      | $636415.37    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999240.86    | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2414905.68   | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                           | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    415000 | PA      | $413775.75    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                            | Pentair Finance Sarl                                                             | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $523001.15    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4EM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1849 | PA      | $1872.20      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029981.66   | 0.01%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1417414.65   | 0.01%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505179.56    | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2167041.03   | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $20064843.75  | 0.09%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                        | Wisconsin Electric Power Co                                                      | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210451.76    | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81000000 | PA      | $81556875.00  | 0.38%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023964.23   | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7PL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    108796 | PA      | $105591.39    | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $467505.35    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                            | Mercedes-Benz Finance North America LLC                                          | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    925000 | PA      | $1071159.33   | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $474068.76    | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple, Inc                                                                       | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016117.33   | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJGF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429425 | PA      | $433998.07    | 0.00%             | 2042-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7652938 | PA      | $7214681.17   | 0.03%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                | First Citizens BancShares, Inc                                                   | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991575.87    | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416RR70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4255 | PA      | $4381.91      | 0.00%             | 2039-08-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8621660 | PA      | $8349034.58   | 0.04%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128K8GM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     10048 | PA      | $10153.13     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | Unum Group                                                                       | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395259.37    | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                      | Xilinx, Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923129.03    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CLECO SECURITIZATION I                                                          | Cleco Securitization I LLC                                                       | CUSIP: 185512AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965038.85    | 0.00%             | 2042-09-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                  | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    435000 | PA      | $449028.75    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                              | Spire Missouri, Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    500000 | PA      | $334323.97    | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                               | Bon Secours Mercy Health, Inc                                                    | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199855.45    | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | Masco Corp                                                                       | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    700000 | PA      | $576857.03    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128CURH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3495 | PA      | $3516.62      | 0.00%             | 2029-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3030962.64   | 0.01%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | Synopsys, Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504338.53    | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4848911 | PA      | $4178878.00   | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | Agree LP                                                                         | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47347.97     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444175.62    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025                                                     | John Deere Owner Trust 2025                                                      | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $752095.65    | 0.00%             | 2029-09-17      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EL5L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249277 | PA      | $245941.00    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371M5M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8137 | PA      | $8397.13      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414MU79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3054 | PA      | $3114.73      | 0.00%             | 2038-10-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co                                                         | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490707.92    | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | Apollo Global Management, Inc                                                    | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000887.79   | 0.00%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32150280 | PA      | $32785246.80  | 0.15%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1350000 | PA      | $1212622.81   | 0.01%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                      | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001288.78   | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                           | Western Alliance Bank                                                            | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489715.00    | 0.00%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30093281.10  | 0.14%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $572831.17    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1444359.15   | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 07336WBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $515425.90    | 0.00%             | 2057-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004546.12   | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QCJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10218213 | PA      | $9203893.28   | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77000000 | PA      | $76939843.75  | 0.36%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240632.97    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | Cummins, Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509638.95    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | Digital Realty Trust LP                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    475000 | PA      | $470069.89    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | America Movil SAB de C.V.                                                        | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1638192.80   | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296428.13    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413HWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13891 | PA      | $14572.52     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | ViacomCBS, Inc                                                                   | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131575.90    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36180ACC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3104607 | PA      | $3226860.81   | 0.02%             | 2054-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007570.24   | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                  | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887362.76    | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989380.92    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TCW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1530339 | PA      | $1383614.19   | 0.01%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation, Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1410654.90   | 0.01%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                               | Benchmark Mortgage Trust                                                         | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    730000 | PA      | $743574.35    | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $777433.00    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412PJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3921 | PA      | $4008.51      | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1541919.38   | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                        | Nature Conservancy                                                               | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    735000 | PA      | $579859.54    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2345078.45   | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                        | Children's Hospital Corp                                                         | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $596255.95    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3428435.29   | 0.02%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EEBP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53072 | PA      | $52718.45     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | Canadian National Railway Co                                                     | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $523644.49    | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $1026552.79   | 0.00%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418R6F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11966 | PA      | $12366.16     | 0.00%             | 2040-05-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030464 | PA      | $971810.10    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $327191.50    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                        | Automatic Data Processing, Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381063.53    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S                                                  | Dallas Area Rapid Transit                                                        | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1006016.37   | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | Diageo Capital plc                                                               | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $422032.15    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | Puget Sound Energy, Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $463162.04    | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318705.56    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNGH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2216505 | PA      | $2083891.55   | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $308003.89    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1217 | PA      | $1244.89      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000150.47   | 0.00%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443812.66    | 0.00%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                             | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $1062270.00   | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | Halliburton Co                                                                   | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $137060.44    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DV9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1479437.99   | 0.01%             | 2031-02-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Sixth Street Specialty Lending Inc                                              | Sixth Street Specialty Lending, Inc                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492850.48    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15216860 | PA      | $14692511.29  | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OHIO ST TURNPIKE COMMISSION                                                     | Ohio Turnpike & Infrastructure Commission                                        | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    605000 | PA      | $444965.22    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris, Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    375000 | PA      | $339750.31    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017036.70   | 0.00%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2568926.47   | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292SCD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1116984 | PA      | $1050158.77   | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                                  | JB Hunt Transport Services, Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011870.11   | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247851.38    | 0.00%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                       | Aptiv plc                                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    575000 | PA      | $526990.85    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4380000 | PA      | $4440567.08   | 0.02%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508554.73   | 0.01%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | Tyco Electronics Group S.A.                                                      | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $493477.10    | 0.00%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    510000 | PA      | $556433.05    | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478093.46    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523647.16   | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190684.61    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc                                                                         | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256675.13    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                  | AptarGroup, Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464723.46    | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1347729.60   | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936917.10    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                         | O'Reilly Automotive, Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491850.27    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946838.38    | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YRG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7600836 | PA      | $7560546.93   | 0.04%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $33470117.10  | 0.16%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996874.30    | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402YW59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19263 | PA      | $19360.55     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                             | Ford Foundation                                                                  | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $442072.92    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391414.14    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    850000 | PA      | $799026.36    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $517477.75    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7515594 | PA      | $6914392.40   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $361160.47    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2461738.80   | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525372.34   | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                       | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197082.60    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312934DL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      9359 | PA      | $9229.17      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                     | KeyBank NA                                                                       | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510514.43    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | AstraZeneca Finance LLC                                                          | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015340.25   | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003536.76   | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1034886.40   | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1533877.30   | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | Freeport-McMoRan, Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991777.89    | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E0SF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9143 | PA      | $9093.58      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $4664941.43   | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023168.58   | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507039.54    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV                                                                           | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $986419.54    | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                            | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    750000 | PA      | $684238.94    | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138LVWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83026 | PA      | $82303.68     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                  | BorgWarner, Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163394.86    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                          | WF Card Issuance Trust                                                           | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004092.80   | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1342632.63   | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2578234 | PA      | $2475259.74   | 0.01%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                            | Kyndryl Holdings, Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    750000 | PA      | $522251.93    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3523416 | PA      | $3426942.68   | 0.02%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC Arizona Corp                                                                | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995606.76    | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199003.99    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005918.99   | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                                   | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986308.50    | 0.00%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CW26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1611625 | PA      | $1583457.35   | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241LHK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    128024 | PA      | $133113.54    | 0.00%             | 2040-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | Zions Bancorp NA                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359495.22    | 0.00%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012031.59   | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust Series 2025-5                      | American Express Credit Account Master Trust Series                              | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1682123.19   | 0.01%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | Abbott Laboratories                                                              | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3166831.87   | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953281.88    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $193680.86    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | Telefonica Emisiones S.A.                                                        | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   2125000 | PA      | $1845219.50   | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | Royal Bank of Canada                                                             | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $756645.62    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    350000 | PA      | $285996.77    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    229000 | PA      | $254012.78    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                        | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73839.48     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     75000 | PA      | $77819.92     | 0.00%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6155939 | PA      | $5192655.13   | 0.02%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008030.26   | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $1655504.89   | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974969.00   | 0.01%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     23680 | PA      | $24477.03     | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN JOAQUIN HILLS CA TRANSPRTN                                                  | San Joaquin Hills Transportation Corridor Agency                                 | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $758763.00    | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSONC                                                  | Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd | CUSIP: 592041WJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $199999.08    | 0.00%             | 2026-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2010926.40   | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002452.00   | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HNC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3178 | PA      | $3306.73      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297HT25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     15287 | PA      | $15779.59     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $582059.63    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $485897.37    | 0.00%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $672808.87    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990973.36    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NVQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    325777 | PA      | $322055.44    | 0.00%             | 2043-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | Amcor Flexibles North America, Inc                                               | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194443.66    | 0.00%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1494796 | PA      | $1471718.62   | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                      | Loews Corp                                                                       | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978607.32    | 0.00%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE Gas, Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87337.02     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $933394.22    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $45217265.40  | 0.21%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| BBCMS Mortgage Trust 2024-C26                                                   | Barclays Commercial Mortgage S                                                   | CUSIP: 05555AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1571120.40   | 0.01%             | 2057-05-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1028903.57   | 0.00%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27682942 | PA      | $23470140.66  | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1476978.83   | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | Morgan Stanley Bank of America Merrill Lynch Trust                               | CUSIP: 61779CAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290000 | PA      | $296037.57    | 0.00%             | 2058-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    750000 | PA      | $647461.14    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | Medtronic, Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2684036.04   | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                        | Johns Hopkins University                                                         | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | MUN               | US        |    500000 | PA      | $505627.70    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc                                                       | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925607.36    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                        | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2850000 | PA      | $2855386.39   | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1411902 | PA      | $1282711.19   | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX Corp                                                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    700000 | PA      | $735095.34    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1012226.31   | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138XD3Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410819 | PA      | $396127.45    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $1783491.55   | 0.01%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7145590.69   | 0.03%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $594445.66    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31408DK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33283 | PA      | $34346.46     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                                  | CSAIL Commercial Mortgage Trust                                                  | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9866602.00   | 0.05%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780EE2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $975434.98    | 0.00%             | 2031-02-21      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2357495.44   | 0.01%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXB90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     49863 | PA      | $50455.77     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   3720000 | PA      | $3725977.82   | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997590.88   | 0.01%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    475000 | PA      | $479295.02    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                          | Nordic Investment Bank                                                           | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3032307.48   | 0.01%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196584.59    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                         | Trustees of Princeton University                                                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $615292.10    | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335614.62    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1338707 | PA      | $1213594.25   | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                           | LyondellBasell Industries NV                                                     | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $355383.57    | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc                                                                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276120.67    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                           | Suzano Netherlands BV                                                            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |   1150000 | PA      | $1112625.00   | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                      | Weibo Corp                                                                       | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $846631.53    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| eBay Inc                                                                        | eBay, Inc                                                                        | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986238.10    | 0.00%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016546.01   | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410PXT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4923 | PA      | $5202.00      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418550.10    | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                              | Republic of Poland Government International Bond                                 | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2000000 | PA      | $1998670.70   | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1514227.74   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486830.74    | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1017219.83   | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2535611.60   | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3051249.51   | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $723179.27    | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                        | Stanley Black & Decker, Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $849486.84    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010956.23   | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                        | Community Health Network, Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $474599.82    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $985675.25    | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                                  | Dallas Fort Worth International Airport                                          | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $189264.75    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia                                                              | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1995011.38   | 0.01%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292K7M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     82571 | PA      | $78351.48     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36212PXX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2041 | PA      | $2078.07      | 0.00%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                        | University of Southern California                                                | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | MUN               | US        |    200000 | PA      | $181014.92    | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1523617.80   | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V11 Mortgage Trust                                               | Benchmark Mortgage Trust                                                         | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    999842 | PA      | $1024010.69   | 0.00%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $996186.68    | 0.00%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-C                                                   | John Deere Owner Trust                                                           | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $475160.27    | 0.00%             | 2031-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $999538.05    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3793000 | PA      | $3015712.34   | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM International Capital Pte Ltd                                                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $888528.80    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    675000 | PA      | $637684.64    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758202.47    | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  12707610 | PA      | $12890400.76  | 0.06%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA Corp                                                                      | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832646.59    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank                                             | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1600000 | PA      | $1633561.17   | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995333.20    | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                        | Dayton Power & Light Co                                                          | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    300000 | PA      | $222873.06    | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                      | Maple Parent Holdings Corp                                                       | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995772.60    | 0.00%             | 2031-03-26      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  67465688 | PA      | $54918527.54  | 0.26%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061265.77   | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13981984 | PA      | $13863911.69  | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                               | Tractor Supply Co                                                                | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    650000 | PA      | $572988.09    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | AstraZeneca Finance LLC                                                          | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734995.75    | 0.00%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                       | Jabil, Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973703.26    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417UEA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    150506 | PA      | $145611.14    | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                        | F&G Annuities & Life, Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $753134.15    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                     | Snap-on, Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159285.68    | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | Carlyle Group, Inc                                                               | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964843.34    | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                            | Associated Banc-Corp                                                             | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023529.50   | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $943563.80    | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                                | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $980023.50    | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC                                                           | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    608000 | PA      | $722709.63    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475283.80    | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008266.22   | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $125670.56    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                               | Tractor Supply Co                                                                | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015324.36   | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08161NAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1251808.65   | 0.01%             | 2053-02-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   6120000 | PA      | $6141181.56   | 0.03%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $568802.33    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                        | Johnson Controls International plc                                               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $252315.73    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                           | Washington University                                                            | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $715164.80    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478641.72    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5680060 | PA      | $4958494.00   | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CBW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761925 | PA      | $742993.59    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                           | AvalonBay Communities, Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470316.86    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CVY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17783 | PA      | $17913.21     | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $642566.01    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XS72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4362490 | PA      | $3765129.03   | 0.02%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | Costco Wholesale Corp                                                            | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    725000 | PA      | $656041.92    | 0.00%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                                | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1540051.44   | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1065741.27   | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | Voya Financial, Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190680.00    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1595222.87   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                        | Precision Castparts Corp                                                         | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82421.38     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                                                            | United Utilities plc                                                             | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $105079.17    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897194.69    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN HOSP/SD CA                                                        | Rady Children's Hospital-San Diego                                               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1001875.86   | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $478206.64    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                     | Trimble, Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    625000 | PA      | $627218.45    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506507.12   | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                    | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986897.66    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | Analog Devices, Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $635354.57    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    825000 | PA      | $670561.33    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902152.90    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $287399.48    | 0.00%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36297FR38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    300109 | PA      | $287569.79    | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488441.38    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927442.55    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503806.21   | 0.01%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                                             | CDW LLC                                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $525598.38    | 0.00%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $868887.11    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                          | Mondelez International, Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    356000 | PA      | $331665.60    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $397424.56    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89000000 | PA      | $79373398.66  | 0.37%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2215338.50   | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                                | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    825000 | PA      | $775601.19    | 0.00%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M87C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     65617 | PA      | $66118.31     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986197.36    | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1467611.46   | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                             | Dollar General Corp                                                              | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496649.21    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26750000 | PA      | $26513847.79  | 0.12%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                        | Fox Corp                                                                         | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479875.38    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8237187.52   | 0.04%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | Aflac, Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156813.11    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgag                                                   | CUSIP: 95004WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496032.30    | 0.00%             | 2058-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5139694 | PA      | $4972347.95   | 0.02%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1981118.97   | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106102.72    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple, Inc                                                                       | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014334.91   | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | Netflix, Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2600904.95   | 0.01%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                 | Deere & Co                                                                       | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    218000 | PA      | $226174.59    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780568.03    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                               | ONEOK Partners LP                                                                | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101543.00    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412EJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       296 | PA      | $300.84       | 0.00%             | 2037-02-01      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $927322.53    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488838.21    | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                         | Sierra Pacific Power Co                                                          | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972621.70    | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1077529.13   | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | Santander Holdings USA, Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026082.81   | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    700000 | PA      | $656668.28    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    675000 | PA      | $666541.85    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $751883.70    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBPM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3093454.80   | 0.01%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    275000 | PA      | $243029.23    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2019167.44   | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $715455.97    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                         | Honeywell International, Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    575000 | PA      | $372452.54    | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988278.38   | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                        | State of Texas                                                                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976176.30    | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                         | Providence St. Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $963521.93    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                                       | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    462000 | PA      | $499033.00    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1638681.07   | 0.01%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $785278.78    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1862597.00   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513898.97   | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SFL OBL GR                                                         | Baptist Health South Florida Obligated Group                                     | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $560662.33    | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Estee Lauder Cos Inc/The                                                        | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995127.76    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KOREA                                                               | Korea International Bond                                                         | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1500000 | PA      | $1485270.00   | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | J M Smucker Co                                                                   | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260566.85    | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                                             | University of Michigan                                                           | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $824638.20    | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759753.89    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | Mass General Brigham, Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $643584.23    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                                | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133926.30    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                             | DBGS Mortgage Trust                                                              | CUSIP: 23307DAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20829 | PA      | $20754.40     | 0.00%             | 2051-10-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2642979.24   | 0.01%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995792.30    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202D5R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     10062 | PA      | $10373.45     | 0.00%             | 2034-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2119294.26   | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $873473.78    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486336.58    | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                 | Synovus Bank                                                                     | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011210.19   | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8035764 | PA      | $7286041.62   | 0.03%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1551306.96   | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292SBK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    895538 | PA      | $843470.64    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                          | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1405686.42   | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A8YD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290066 | PA      | $278262.27    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $160380.01    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36230UFZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     65319 | PA      | $62796.40     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009030.74   | 0.00%             | 2030-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCLAREN HEALTH CARE CORP                                                        | McLaren Health Care Corp                                                         | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165487.63    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                 | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514902.34    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011881.67   | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM International, Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92715.23     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31411LKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10042 | PA      | $10557.22     | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                                  | CSAIL Commercial Mortgage Trust                                                  | CUSIP: 12636MAL2<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $626366.26    | 0.00%             | 2049-01-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                             | Ford Credit Auto Owner Trust                                                     | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017265.60   | 0.00%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                     | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $494285.51    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                                | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899810.31    | 0.00%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4325903 | PA      | $3990542.93   | 0.02%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial, Inc                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002905.31   | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                  | Idaho Power Co                                                                   | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    425000 | PA      | $404025.04    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YRK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1151100 | PA      | $1197842.20   | 0.01%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                                    | GM Financial Automobile Leasing Trust                                            | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $875667.27    | 0.00%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254085.08    | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96900000 | PA      | $95761425.00  | 0.45%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | Diageo Capital plc                                                               | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1639016.80   | 0.01%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1141343.01   | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | ConocoPhillips Co                                                                | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505287.38   | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1478241.56   | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    500000 | PA      | $523175.90    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                          | Darden Restaurants, Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240255.50    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix, Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892568.39    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                              | Ford Motor Co                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $528763.07    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138LQZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413510 | PA      | $391127.74    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535608.79   | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $857630.14    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    535000 | PA      | $570817.29    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1475592.89   | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1285740.89   | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391PDR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3135 | PA      | $3219.53      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | Fox Corp                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1073196.94   | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $378809.79    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418QNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5052 | PA      | $4999.77      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $441818.71    | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133483000 | PA      | $120426694.06 | 0.56%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001920.25   | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                           | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $335917.79    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | Vulcan Materials Co                                                              | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969551.79    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                                                           | Reliance Steel & Aluminum Co                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449132.53    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413JDU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29676 | PA      | $30825.72     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                         | Sun Communities Operating LP                                                     | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952069.61    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    112000 | PA      | $117032.22    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902406.60    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $732825.23    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | Jackson Financial, Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501626.75    | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480139.14    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                         | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    325000 | PA      | $210209.58    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487268.14    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229612.76    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1011199.31   | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821280.91    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                            | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $216974.67    | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | Lazard Group LLC                                                                 | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420047.31    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics, Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266629.61    | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | Royal Bank of Canada                                                             | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1427908.14   | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | Federal Home Loan Banks                                                          | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $10055162.90  | 0.05%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $872085.34    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                         | Reinsurance Group of America, Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733338.93    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276580.77    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| REGENERON PHARMACEUTICAL                                                        | Regeneron Pharmaceuticals, Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886360.95    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307WPU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    751453 | PA      | $743910.40    | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $863432.70    | 0.00%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990187.75    | 0.00%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005611.99   | 0.00%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435779.90    | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1550748.65   | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4894175 | PA      | $4852126.97   | 0.02%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    675000 | PA      | $589421.45    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95661.89     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1373067.40   | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046983.99   | 0.00%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290410.63    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452026.35    | 0.00%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                              | CNA Financial Corp                                                               | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984460.44    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501410.56   | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $985940.13    | 0.00%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9769054 | PA      | $9449957.14   | 0.04%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510232.02    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | Marvell Technology, Inc                                                          | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003400.68   | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | AmerisourceBergen Corp                                                           | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911935.43    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35247460.85  | 0.16%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AW87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1559062 | PA      | $1466276.87   | 0.01%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1818776.76   | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1092458 | PA      | $1034600.28   | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385604.71    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479008.85    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4956803.05   | 0.02%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association (FNMA)                                     | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5136098 | PA      | $4763848.98   | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EAST BAY CA MUNI UTILITY DIST                                                   | East Bay Municipal Utility District Water System Revenue                         | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $786230.70    | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | Roper Technologies, Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972377.98    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36176XKP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    309307 | PA      | $291503.49    | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    725000 | PA      | $716205.89    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1007071.62   | 0.00%             | 2030-05-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $261352.16    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $866523.86    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $519004.20    | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5060774.35   | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                              | Ohio Power Co                                                                    | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $385872.03    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                        | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    975000 | PA      | $846608.00    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402MLQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17467 | PA      | $17132.74     | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EQQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1801315 | PA      | $1703684.61   | 0.01%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94000000 | PA      | $75372578.36  | 0.35%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    775000 | PA      | $718131.34    | 0.00%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | Tapestry, Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407588.20    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                           | Tencent Music Entertainment Group                                                | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $677711.34    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1728101.30   | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank                                                            | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $990380.13    | 0.00%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                        | Stewart Information Services Corp                                                | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884073.00    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $696502.41    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    475000 | PA      | $471171.94    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982030.09    | 0.00%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1038870.40   | 0.00%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996122.57    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                 | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $258054.37    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881675.22    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                          | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $294158.75    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | Cousins Properties LP                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962769.46    | 0.00%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3460971 | PA      | $3101138.93   | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010881.00   | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962262.06    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998428.02   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1111622.00   | 0.01%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | Tanger Properties LP                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446522.19    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | Vulcan Materials Co                                                              | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263609.11    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $27119531.25  | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME Group, Inc                                                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496263.08    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                         | Trustees of Princeton University                                                 | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | MUN               | US        |    665000 | PA      | $543580.26    | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | Lincoln National Corp                                                            | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017677.50   | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $357907.54    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | Kimco Realty OP LLC                                                              | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    175000 | PA      | $139917.59    | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    375000 | PA      | $312857.53    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                     | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5079000 | PA      | $4945640.49   | 0.02%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2443696 | PA      | $2359101.84   | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096293 | PA      | $1074614.69   | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    325000 | PA      | $202502.57    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1021149.89   | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JPNS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4458 | PA      | $4589.54      | 0.00%             | 2038-06-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417MTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68823 | PA      | $70731.63     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services, Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461271.61    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                         | Reinsurance Group of America, Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519186.22    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416B3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        69 | PA      | $70.78        | 0.00%             | 2026-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1125000 | PA      | $1063255.41   | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                                             | University of Michigan                                                           | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $544644.08    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005554.04   | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                                                  | State of Wisconsin                                                               | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    200000 | PA      | $198484.66    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                           | Mount Nittany Medical Center Obligated Group                                     | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $733840.64    | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EHAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221993 | PA      | $223938.14    | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $2244581.94   | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $5029675.40   | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EC31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    151925 | PA      | $153157.16    | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312933SP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     72042 | PA      | $69890.14     | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                   | Comerica Bank                                                                    | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001768.42   | 0.00%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MFTS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  11519477 | PA      | $11076229.48  | 0.05%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2490415.27   | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1309794.21   | 0.01%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities, Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998641.48    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $311864.65    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1043458.29   | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E5E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      7409 | PA      | $7154.22      | 0.00%             | 2039-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202DKA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       595 | PA      | $617.16       | 0.00%             | 2030-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012044.03   | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                        | George Washington University                                                     | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | MUN               | US        |    300000 | PA      | $250565.87    | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472824.79    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                                        | World Omni Auto Receivables Trust                                                | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499181.20    | 0.00%             | 2031-11-17      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXYW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $893344.70    | 0.00%             | 2031-01-25      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223397.17    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                              | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2446640.73   | 0.01%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10522504 | PA      | $8946396.37   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $332221.52    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312946B47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     90172 | PA      | $87235.93     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X5KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4192188 | PA      | $3952424.74   | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989918.86    | 0.00%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010407.42   | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391WDD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       166 | PA      | $167.15       | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | Magellan Midstream Partners LP                                                   | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1062894.45   | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4225 | PA      | $4359.77      | 0.00%             | 2039-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                              | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982613.59    | 0.00%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966791.37    | 0.00%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418DZM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2714686 | PA      | $2491000.39   | 0.01%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FEG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2234167 | PA      | $2223254.23   | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976730.81    | 0.00%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | Emera US Finance LP                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $515604.13    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $167157.66    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $512484.40    | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                      | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82632.04     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    127549 | PA      | $125698.84    | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $965600.43    | 0.00%             | 2029-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402YGS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5482 | PA      | $5541.18      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1132132.52   | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3129314A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4276 | PA      | $4234.00      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312926FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     17331 | PA      | $18093.85     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                          | Campbell Soup Co                                                                 | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291155.16    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $876379.20    | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36297F2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      8446 | PA      | $8436.87      | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | 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        |   2000000 | PA      | $1522071.82   | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                              | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970084.62    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | 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        |   1595000 | PA      | $1602027.57   | 0.01%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHBX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1835556 | PA      | $1810890.67   | 0.01%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                               | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166393.69    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                        | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422800.29    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                            | Physicians Realty LP                                                             | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197870.00    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416CLS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74137 | PA      | $76508.08     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | Telefonica Emisiones S.A.                                                        | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1175000 | PA      | $971922.88    | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                              | UBS AG.                                                                          | CUSIP: 90261AAH5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2989676.10   | 0.01%             | 2032-02-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    450000 | PA      | $319727.06    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $478727.97    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2575000 | PA      | $2533411.77   | 0.01%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    975000 | PA      | $822913.79    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393759.23    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296XGG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       247 | PA      | $259.98       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        71 | PA      | $71.61        | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009148.68   | 0.01%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six Dac                                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1012999.81   | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA ST EARTHQUAKE AUTH                                                   | California Earthquake Authority                                                  | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |    340000 | PA      | $343094.14    | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                        | FactSet Research Systems, Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982947.66    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501174.77   | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7733467 | PA      | $7308022.30   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2644103 | PA      | $2385806.84   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                   | John Deere Owner Trust                                                           | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012738.60   | 0.00%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    575000 | PA      | $564955.14    | 0.00%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1417262.54   | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128NHEN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16510 | PA      | $17241.98     | 0.00%             | 2038-04-01      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76135.06     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    125000 | PA      | $81194.15     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                      | Nissan Auto Receivables Owner Trust                                              | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $476226.97    | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3764000 | PA      | $2208812.80   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG.                                                | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   1000000 | PA      | $1018891.04   | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1576875 | PA      | $1475510.84   | 0.01%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501646.53    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation, Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99289.33     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                           | Lincoln National Corp                                                            | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906686.82    | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | Highwoods Realty LP                                                              | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488198.52    | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                              | Vertiv Holdings Co                                                               | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476896.07    | 0.00%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                        | Public Service Enterprise Group, Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $351851.24    | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    600000 | PA      | $523960.16    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112740.77    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986411.35    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                        | Johnson Controls International plc (Step Bond)                                   | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     72000 | PA      | $60380.03     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                               | CI Financial Corp                                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1333835.19   | 0.01%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99756.01     | 0.00%             | 2077-08-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    700000 | PA      | $492935.80    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $526593.76    | 0.00%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E WILDFIRE RECOVERY                                                           | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $240955.17    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc                                                               | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $172633.38    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1981330.38   | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435703.52    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     40287 | PA      | $41970.74     | 0.00%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2962165.93   | 0.01%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29804296.80  | 0.14%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503880.05    | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    850000 | PA      | $738471.94    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516790.48    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937757.56   | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1021808.26   | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $653061.68    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WV2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14322 | PA      | $14805.24     | 0.00%             | 2043-06-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $278173.46    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13696480 | PA      | $14005510.91  | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                        | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $981088.86    | 0.00%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195859.60    | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                          | American International Group, Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009638.25   | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500138.17    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $727363.22    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984781.48    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF Sinclair Corp                                                                 | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002278.34   | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WCJC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651448 | PA      | $627749.42    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    550000 | PA      | $489508.28    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                                                               | Tampa Electric Co                                                                | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162997.18    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6074678 | PA      | $6192327.40   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147302.79    | 0.00%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive, Inc                                                         | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98691.02     | 0.00%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529098.69    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group, Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97574.55     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100227.78    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182808.30    | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                    | Evergy Metro, Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79499.15     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $55192929.55  | 0.26%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $613691.69    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WE6C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2311000 | PA      | $2170042.02   | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                        | JobsOhio Beverage System                                                         | CUSIP: 47770VCW8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000 | PA      | $12575.05     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044928.57   | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999509.16    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312938XR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     47741 | PA      | $47306.47     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527569.93    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997085.98    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973834.26    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                          | Province of Manitoba Canada                                                      | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $990307.95    | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | Xcel Energy, Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $348792.87    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1252774.10   | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $670975.95    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485693.98    | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                               | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992281.39    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                           | Arrow Electronics, Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768831.26    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312932Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     36458 | PA      | $35844.94     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                            | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999287.60    | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHJL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4545000 | PA      | $4628158.05   | 0.02%             | 2029-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163739.20    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1318293.18   | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035527.17   | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998926.44    | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1316698.05   | 0.01%             | 2054-02-15      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47980.04     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                        | American Airlines Pass Through Trust                                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170250 | PA      | $165525.87    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                           | Dick's Sporting Goods, Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $708289.35    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905BB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $954070.82    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp                                                                         | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    625000 | PA      | $552318.92    | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | BENCHMARK Mortgage Trust                                                         | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $516747.10    | 0.00%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | Entergy Corp                                                                     | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $351861.86    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971297.20    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416TMF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65768 | PA      | $65088.66     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402DGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45594 | PA      | $45900.94     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869822.79    | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3658860.72   | 0.02%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | Federal Realty OP LP                                                             | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170459.09    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | Puget Sound Energy, Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978009.85    | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1813871.11   | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485330.93   | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                       | Orange S.A.                                                                      | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1725000 | PA      | $1676114.17   | 0.01%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                       | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193601.17    | 0.00%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9403906.20   | 0.04%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co                                                         | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987374.00    | 0.00%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | Royalty Pharma plc                                                               | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $972636.34    | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                     | Carlyle Secured Lending, Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472176.93    | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020520.30   | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417VN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33339 | PA      | $32994.66     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186199.94    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760515.23    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011656.09   | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                         | Washington Gas Light Co                                                          | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    700000 | PA      | $490961.44    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179WR42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1822682 | PA      | $1688713.74   | 0.01%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1154853.44   | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533337.70   | 0.01%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                             | Bank of Nova Scotia                                                              | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $717474.63    | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Polaris Inc                                                                     | Polaris, Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495521.45    | 0.00%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | Dollar Tree, Inc                                                                 | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889525.94    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963821.14   | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                        | Memorial Health Services                                                         | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    500000 | PA      | $351547.19    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7MQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2708 | PA      | $2789.59      | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                      | NetApp, Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023172.04   | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2750930 | PA      | $2584176.25   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1750000 | PA      | $1838025.00   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                     | John Deere Owner Trust 2024                                                      | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012005.80   | 0.00%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  51532228 | PA      | $41736110.84  | 0.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128K6VS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2857 | PA      | $2856.45      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  60663170 | PA      | $49194412.87  | 0.23%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949938.98    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | Highwoods Realty LP                                                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276810.51    | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013500.58   | 0.01%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016806.05   | 0.00%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012991.25   | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $984243.80    | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417AJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163306 | PA      | $154669.63    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2425777 | PA      | $2401546.36   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567401.87    | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora,,Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504174.58    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank                                             | CUSIP: 04522KAS5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    570000 | PA      | $560681.75    | 0.00%             | 2036-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1532096.48   | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $336992.96    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                             | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008035.71   | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                       | Spire, Inc                                                                       | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494423.85    | 0.00%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $266624.61    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515290.28    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GD6M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     85158 | PA      | $84382.28     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    725000 | PA      | $699858.81    | 0.00%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    475000 | PA      | $429822.18    | 0.00%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | Royalty Pharma plc                                                               | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $986932.09    | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | Coterra Energy, Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511704.73    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $289699.47    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BTK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1321051 | PA      | $1260523.15   | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                          | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $408105.27    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ARUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     59341 | PA      | $55798.52     | 0.00%             | 2040-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185832.70    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2714702.83   | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241LS23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    321462 | PA      | $309251.84    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | Masco Corp                                                                       | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $484643.31    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $2095000.00   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2463530.45   | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006555.96   | 0.01%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467972.34    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | Aetna, Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    440000 | PA      | $474151.80    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $643099.62    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                                                  | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $995570.80    | 0.00%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | Eastman Chemical Co                                                              | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700365.38    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                         | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $1519507.38   | 0.01%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419AB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78961 | PA      | $82772.21     | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $280873.95    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                      | California State University                                                      | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    950000 | PA      | $642562.52    | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    572455 | PA      | $550125.18    | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501202.94   | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                               | National Grid USA                                                                | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258987.87    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104324.52    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241KDJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     43400 | PA      | $44107.55     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                           | Lincoln National Corp                                                            | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    529000 | PA      | $497733.80    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870261.42    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1715790.82   | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A5BM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42053 | PA      | $39922.48     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                          | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734262.16    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4750000 | PA      | $4309511.70   | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $984617.36    | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7075000 | PA      | $7195882.88   | 0.03%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992698.12    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419AU88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353800 | PA      | $341928.81    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $661327.38    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                           | Golub Capital BDC, Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306825.65    | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149425.05    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $867970.57    | 0.00%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028367.64   | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC Arizona Corp                                                                | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $815700.46    | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services, Inc                                      | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492927.23   | 0.01%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    325000 | PA      | $365687.30    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE                                                   | Metropolitan Transportation Authority                                            | CUSIP: 59259YBZ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    940000 | PA      | $998642.75    | 0.00%             | 2039-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2256260.72   | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010680.41   | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                              | Ford Motor Co                                                                    | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $391314.13    | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | Stryker Corp                                                                     | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    550000 | PA      | $476385.40    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                           | Lincoln National Corp                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162314.71    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings, Inc                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1347085.54   | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                      | JD.com, Inc                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $483560.36    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMXB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2845608 | PA      | $2762250.71   | 0.01%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021407.61   | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474550.26    | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748800.44    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | Otis Worldwide Corp                                                              | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997385.67    | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                         | Wisconsin Power and Light Co                                                     | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $160741.43    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1000565.79   | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1328583.17   | 0.01%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DUE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5105848 | PA      | $4831567.96   | 0.02%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1795191.62   | 0.01%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172919.39    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                        | American Financial Group, Inc                                                    | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    325000 | PA      | $332852.03    | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | Brunswick Corp                                                                   | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867105.39    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89006.03     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $457443.30    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | Federal Realty OP LP                                                             | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286525.16    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                               | Kinross Gold Corp                                                                | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $533272.77    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                       | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1003344.28   | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1081039.37   | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                         | Honeywell International, Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1967581.52   | 0.01%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $985541.10    | 0.00%             | 2035-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $332733.02    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877080.53    | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | Wisconsin Electric Power Co                                                      | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985085.50    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    775000 | PA      | $778013.56    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                         | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $961633.08    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1848214.10   | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                          | Virginia Power Fuel Securitization LLC                                           | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010784.74   | 0.00%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $1000880.21   | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490692.38   | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                        | Export Development Canada                                                        | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2700000 | PA      | $2700928.42   | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                            | Allina Health System                                                             | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    520000 | PA      | $325633.44    | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138Y9EN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424977 | PA      | $1338805.94   | 0.01%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3615246.00   | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                              | Cornell University                                                               | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | MUN               | US        |    330000 | PA      | $332175.84    | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| LOUISIANA ST LOCAL GOVT ENVRNM                                                  | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025199.00   | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                           | University of Chicago                                                            | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | MUN               | US        |    500000 | PA      | $390753.59    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012256.24   | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96000000 | PA      | $95332500.48  | 0.45%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1633683.58   | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20500000 | PA      | $19349277.40  | 0.09%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949035.00    | 0.00%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                      | Biogen, Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517074.61    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM International, Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898961.88    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2600340.46   | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | Western Midstream Operating LP                                                   | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417959.40    | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HOLDINGS                                                        | Cleco Corporate Holdings LLC                                                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170610.41    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19846.59     | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $239898.57    | 0.00%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | Suncor Energy, Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $148601.34    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                             | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955621.20    | 0.00%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31411KFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1525 | PA      | $1570.54      | 0.00%             | 2037-03-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | Equitable Holdings, Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764989.64    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BS72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3584811 | PA      | $3374513.98   | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | Reynolds American, Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1719050.56   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX UNIV REVENUES                                                  | Board of Regents of the University of Texas System                               | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    750000 | PA      | $456038.78    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371KEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       729 | PA      | $754.16       | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513340.66   | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2233815 | PA      | $2134114.92   | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services, Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015830.35   | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                           | Georgetown University                                                            | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | MUN               | US        |    100000 | PA      | $81700.93     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $698640.36    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $552549.68    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502837.30   | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | Dow Chemical Co                                                                  | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975498.33    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | Voya Financial, Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973369.70    | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BBCMS Mortgage Trust 2023-C21                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1060910.20   | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                | Zions Bancorp NA                                                                 | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370935.52    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | Reynolds American, Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $73989.04     | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156743.09    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414PZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4082 | PA      | $4219.64      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | Travelers Cos, Inc                                                               | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250400.79    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL Holdings, Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498021.34    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | Ascension Health                                                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $296421.98    | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3250000 | PA      | $3036210.94   | 0.01%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NV ARPT REVENUE                                                      | County of Clark Department of Aviation                                           | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    200000 | PA      | $221559.82    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1861645.82   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471957.99    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                        | Packaging Corp of America                                                        | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381256.86    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile US, Inc                                                                 | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    325000 | PA      | $321752.51    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                             | Ford Credit Auto Owner Trust                                                     | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013036.60   | 0.00%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $175864.91    | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128UHGE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5909 | PA      | $6105.16      | 0.00%             | 2041-10-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178343 | PA      | $181523.67    | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    225000 | PA      | $174311.91    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   4500000 | PA      | $4622387.27   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E4H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1390 | PA      | $1415.92      | 0.00%             | 2039-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76171.77     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1700000 | PA      | $1497409.95   | 0.01%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729555.54    | 0.00%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31406EMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15222 | PA      | $15315.04     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999125.58    | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                    | CUSIP: 90276GAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248651 | PA      | $248198.57    | 0.00%             | 2050-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    800000 | PA      | $477867.74    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                            | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81791.12     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531864.01   | 0.01%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708158.55    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2038214.63   | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $898656.67    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4839179 | PA      | $4396997.41   | 0.02%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1789 | PA      | $1798.87      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV                                                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $320459.70    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521698.43   | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                 | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $307221.84    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3650479.04   | 0.02%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                        | Johnson Controls International plc                                               | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      6000 | PA      | $5407.96      | 0.00%             | 2045-09-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008799.07   | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co                                                         | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974703.25    | 0.00%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S5JA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8199 | PA      | $8418.43      | 0.00%             | 2037-06-01      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11453634 | PA      | $10349416.30  | 0.05%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698478 | PA      | $663052.49    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96410.13     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6025986 | PA      | $5531004.14   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015480.32   | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020474.79   | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | Suncor Energy, Inc                                                               | CUSIP: 867224AB3<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1171510.80   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp                                                                 | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002283.73   | 0.00%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996454.23    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                         | Harley-Davidson Motorcycle Trust                                                 | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016814.70   | 0.00%             | 2031-12-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                        | Celulosa Arauco y Constitucion S.A.                                              | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $176842.76    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EVA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036909 | PA      | $2086083.74   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2637431 | PA      | $2390871.61   | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                              | Steel Dynamics, Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93674.28     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                 | WW Grainger, Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983337.02    | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31288F6X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3402 | PA      | $3471.22      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517714.35    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2236461 | PA      | $2132364.18   | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO Mortgage Trust                                                               | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508079.00    | 0.00%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                       | TPG Operating Group II LP                                                        | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980776.89    | 0.00%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1851440.72   | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE Gas, Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419844.39    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $335960.64    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3053271 | PA      | $2886548.84   | 0.01%             | 2037-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006439.80   | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| IPALCO Enterprises Inc                                                          | IPALCO Enterprises, Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496518.94    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | Quest Diagnostics, Inc                                                           | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272121.26    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241LL38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    308506 | PA      | $294047.38    | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank                                             | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $3999205.12   | 0.02%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | United Parcel Service, Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021953.64   | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co                                                               | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895051.03    | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29089786 | PA      | $29318000.76  | 0.14%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP Texas, Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75537.47     | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $546239.74    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   3430000 | PA      | $3454559.59   | 0.02%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $356420.80    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | Colgate-Palmolive Co                                                             | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251025.64    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $614988.84    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008548.33   | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710213.63    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $20111952.98  | 0.09%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                               | Flowers Foods, Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    750000 | PA      | $716544.62    | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| KENNAMETAL INC                                                                  | Kennametal, Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451733.75    | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc                                                            | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985643.83    | 0.00%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                              | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483367.33    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66 Co                                                                   | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476946.08    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10212620.51  | 0.05%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1509731.97   | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MLC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    306459 | PA      | $322032.49    | 0.00%             | 2042-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $702702.22    | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                      | Volkswagen Auto Loan Enhanced                                                    | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017404.70   | 0.00%             | 2030-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028461.05   | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1973495.98   | 0.01%             | 2032-03-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System, Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511675.27    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                           | Goldman Sachs BDC, Inc                                                           | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005000.67   | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International S.A.                                         | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    775000 | PA      | $577287.73    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ASN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361632 | PA      | $353455.26    | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                            | Public Storage                                                                   | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487741.66    | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                              | PPG Industries, Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    425000 | PA      | $421150.53    | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949641.16    | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507087.57    | 0.00%             | 2035-11-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1041150.20   | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                           | Dominion Energy South Carolina, Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123183.67    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                               | L3Harris Technologies, Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294277.16    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CHQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369784 | PA      | $362667.78    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1044371 | PA      | $1006130.10   | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | Royal Bank of Canada                                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1007708.16   | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                                                  | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1579466.67   | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $692378.51    | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    800000 | PA      | $637428.06    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | Tennessee Valley Authority                                                       | CUSIP: 880591FE7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4984249.40   | 0.02%             | 2030-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417ALQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142404 | PA      | $134814.29    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16696662 | PA      | $17020028.95  | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System, Inc                                                                | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514075.73    | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | Hess Corp                                                                        | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907850.90    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984745.76    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11514522 | PA      | $9801899.33   | 0.05%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017468.91   | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485652.46    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group, Inc                                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990997.44    | 0.00%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    375000 | PA      | $289253.36    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1095145.11   | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | Interstate Power and Light Co                                                    | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    475000 | PA      | $486637.25    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $601200.33    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1190144.99   | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999285.89    | 0.00%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933417.26    | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3960756.84   | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1003347.90   | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                            | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |       175 | PA      | $174.41       | 0.00%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $612442.00    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14720.93     | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992967.60    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                         | Connecticut Light and Power Co                                                   | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001885.06   | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2298882.92   | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co                                                                      | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005011.92   | 0.00%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518664.25   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                             | Ford Credit Auto Lease Trust                                                     | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $457102.37    | 0.00%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                     | Mayo Clinic                                                                      | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $943239.38    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                                                       | New Mountain Finance Corp                                                        | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997194.15    | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $999437.90    | 0.00%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1018918.77   | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                                | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    325000 | PA      | $306097.17    | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $997081.06    | 0.00%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1141738.30   | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $512353.24    | 0.00%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100004.47    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969422.46    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73500000 | PA      | $65142245.91  | 0.30%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416BVH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1424 | PA      | $1432.82      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | Alabama Power Co                                                                 | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008044.24   | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $396687.81    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $993196.24    | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | Ferguson Enterprises, Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370570.11    | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487994.59    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    815000 | PA      | $788555.33    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    303000 | PA      | $231542.05    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                 | BANK5                                                                            | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    658000 | PA      | $676839.33    | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1306915.43   | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares, Inc                                                       | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020415.04   | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                         | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $1501700.84   | 0.01%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MAF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     37690 | PA      | $37376.29     | 0.00%             | 2027-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1006900.01   | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2018623.88   | 0.01%             | 2029-01-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990511.79    | 0.00%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | Allstate Corp                                                                    | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199945.04    | 0.00%             | 2053-08-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $776986.58    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    131000 | PA      | $165908.68    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DSV33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4434473 | PA      | $4246856.35   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7ME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    805274 | PA      | $797946.33    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                        | Broadridge Financial Solutions, Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890547.16    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                     | System Energy Resources, Inc                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997378.37    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288917 | PA      | $279042.54    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                           | Dominion Energy South Carolina, Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51476.11     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    625000 | PA      | $623235.34    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499543.51    | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP Texas, Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493920.01    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639961.36    | 0.00%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487207.45    | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | Plains All American Pipeline LP                                                  | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504860.78   | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                        | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $606998.17    | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $981261.91    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                           | NYU Langone Hospitals                                                            | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352644.76    | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                                                   | Chicago Transit Authority Sales Tax Receipts Fund                                | CUSIP: 16772PAQ9<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    159420 | PA      | $168570.99    | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007579.12   | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                                                  | University of Virginia                                                           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $572368.10    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2570138.28   | 0.01%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177158.61    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312936LL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     14471 | PA      | $14339.73     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  98068079 | PA      | $79553080.99  | 0.37%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | Hershey Co                                                                       | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510840.43    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $971586.40    | 0.00%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294012.82    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                           | NYU Langone Hospitals                                                            | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    915000 | PA      | $619895.01    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494730.90    | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                   | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139638.46    | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Apple Inc                                                                       | Apple, Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005170.69   | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    710752 | PA      | $673549.61    | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L6SG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1552942 | PA      | $1460029.83   | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4625678 | PA      | $4792321.08   | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2018081.20   | 0.01%             | 2028-12-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110500000 | PA      | $111415078.13 | 0.52%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                | Carlisle Cos, Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934551.25    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8W91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     54842 | PA      | $55312.51     | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140951 | PA      | $139493.61    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank                                             | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2986639.92   | 0.01%             | 2028-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  11764215 | PA      | $10127918.39  | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXZ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1332000 | PA      | $1190495.65   | 0.01%             | 2031-02-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2705235.97   | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $796760.12    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co                                                                       | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519417.03    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                          | Virginia Power Fuel Securitization LLC                                           | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    235679 | PA      | $236804.93    | 0.00%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | Carrier Global Corp                                                              | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1575409.96   | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     28940 | PA      | $28677.01     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International S.A.                                         | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $642102.97    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | Manulife Financial Corp                                                          | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $189708.69    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2990668.14   | 0.01%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM International, Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300782.64    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995336.50    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    653019 | PA      | $628507.01    | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2200000 | PA      | $1973182.64   | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279012.86    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1023689.19   | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $298037.93    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                              | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2436868.25   | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                        | Lennox International, Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018651.66   | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026118.28   | 0.01%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp                                                       | Franklin BSP Capital Corp                                                        | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754283.16    | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1115 | PA      | $1119.23      | 0.00%             | 2030-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138AW4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8144 | PA      | $8103.09      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3352409 | PA      | $3208855.37   | 0.02%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                            | Las Vegas Sands Corp                                                             | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024685.64   | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1750000 | PA      | $1772225.00   | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    750000 | PA      | $463635.00    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                         | California Institute of Technology                                               | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170302.88    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $579597.18    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32435742 | PA      | $32690207.64  | 0.15%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 05554FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    955000 | PA      | $1023169.43   | 0.00%             | 2056-11-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1008461.26   | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $510153.89    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99731.05     | 0.00%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C9 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $517697.65    | 0.00%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889454.24    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                         | Indiana University Health, Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $156692.66    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ARCK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1295 | PA      | $1275.24      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                   | BGC Group, Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527011.57    | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                          | Church & Dwight Co, Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525767.27    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412SY41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49571 | PA      | $50944.78     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM International Capital Pte Ltd                                                | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $986671.80    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210947.27    | 0.00%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296LK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1149 | PA      | $1151.06      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                       | Xylem, Inc                                                                       | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135025.27    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511070.26    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                  | Alleghany Corp                                                                   | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970431.26    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $728573.87    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    750000 | PA      | $692804.03    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904923.88    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $585729.88    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2408529 | PA      | $2379169.03   | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4618249 | PA      | $4239145.35   | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | Hubbell, Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196978.74    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9502760.00   | 0.04%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FGY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     41557 | PA      | $42449.89     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | Sherwin-Williams Co                                                              | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502489.71    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998644.39    | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                     | Carlyle Secured Lending, Inc                                                     | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495402.03    | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1519403 | PA      | $1453814.21   | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1148280.09   | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEATH SYS TX                                                         | Children's Health System of Texas                                                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $582969.91    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47600000 | PA      | $48046250.00  | 0.22%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8447586 | PA      | $7662097.62   | 0.04%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                         | Providence St. Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $531272.16    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    950000 | PA      | $758052.03    | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Securitization Funding II LLC                                      | DTE Electric Securitization Funding II LLC                                       | CUSIP: 23346TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766414 | PA      | $803029.98    | 0.00%             | 2032-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AATK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     36667 | PA      | $37121.16     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A6EH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      9014 | PA      | $8900.53      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $897194.11    | 0.00%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C4                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $516742.70    | 0.00%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                      | California State University                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $689723.10    | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1085236.15   | 0.01%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE, Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $1697047.18   | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $703232.23    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-V4                                                                   | BMARK                                                                            | CUSIP: 081926AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    895000 | PA      | $936239.45    | 0.00%             | 2056-11-15      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    425000 | PA      | $439925.32    | 0.00%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $791675.90    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519689.63    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $614196.04    | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $286922.55    | 0.00%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | Willis North America, Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $852242.55    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    982000 | PA      | $891873.11    | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2541031.43   | 0.01%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000060.74   | 0.00%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193259.09    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155163.77    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                      | Dover Corp                                                                       | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100110.61    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | McKesson Corp                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509484.20    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDVA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4117480.00   | 0.02%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International S.A.                                         | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $991750.50    | 0.00%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2056350.54   | 0.01%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | Carrier Global Corp                                                              | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137523.79    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1385236 | PA      | $1255849.50   | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | Synchrony Financial                                                              | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872412.28    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498356.13    | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $467450.04    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1020677.78   | 0.00%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7RJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     31174 | PA      | $30995.77     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1606425.75   | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $605199.14    | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    750000 | PA      | $550570.68    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                         | Northeastern University                                                          | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | MUN               | US        |    750000 | PA      | $487921.27    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2033072 | PA      | $1908275.50   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212457 | PA      | $210863.25    | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                        | Wisconsin Public Service Corp                                                    | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175753.74    | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | General Dynamics Corp                                                            | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1627295.51   | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | Valero Energy Corp                                                               | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985771.99    | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4815965 | PA      | $4534011.66   | 0.02%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    175000 | PA      | $112124.18    | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269305.59    | 0.00%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial, Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784012.53    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960925.70   | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $899147.65    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217104.40    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP                                                                   | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053227.00   | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36297KZU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    259697 | PA      | $256443.25    | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004150.79   | 0.00%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2042792.28   | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989494.07    | 0.00%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984453.52    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                    | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982407.70   | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182412.86    | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                   | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   8038000 | PA      | $4819624.83   | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1438358.61   | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005210.19   | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $872797.07    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                        | Caterpillar Financial Services Corp                                              | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994353.16    | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $754468.53    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520281.63    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490125.30    | 0.00%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                        | Baylor Scott & White Holdings                                                    | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444042.71    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30220312.50  | 0.14%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | Indiana Michigan Power Co                                                        | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241141.56    | 0.00%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | Toyota Motor Corp                                                                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $905319.27    | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37869.41     | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | Ares Strategic Income Fund                                                       | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973048.19    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                       | Morgan Stanley BAML Trust                                                        | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507075.05    | 0.00%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994384.30    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WGTJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7258873 | PA      | $6555406.72   | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | Consumers Energy Co                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009902.20   | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040682.30   | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ, Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    208000 | PA      | $153130.15    | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419A6T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9409 | PA      | $9762.32      | 0.00%             | 2041-02-01      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1874895 | PA      | $1890449.48   | 0.01%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195326.66    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1500000 | PA      | $1563111.15   | 0.01%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48375000.00  | 0.23%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                    | VeriSign, Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    750000 | PA      | $671490.54    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                        | APA Corp                                                                         | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $631989.96    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516526.87   | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                 | SSM Health Care Corp                                                             | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | MUN               | US        |    500000 | PA      | $504194.07    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $958316.43    | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                           | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1004129.25   | 0.00%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    325000 | PA      | $343521.63    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412SZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88632 | PA      | $92953.08     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1586 | PA      | $1596.51      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                  | Kennametal, Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200834.75    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894594.40    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                 | BANK5                                                                            | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2063625.80   | 0.01%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp                                                              | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $798290.43    | 0.00%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca plc                                                                  | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1696017.84   | 0.01%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $905424.05    | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1500000 | PA      | $1524019.74   | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191551.52    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    950000 | PA      | $960486.02    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials, Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940084.22    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5085168 | PA      | $4844030.07   | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495156.58    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | Walmart, Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1550319.56   | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    350000 | PA      | $206970.05    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                         | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486043.73    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC                                                                          | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998463.66    | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AvalonBay Communities, Inc                                                       | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513710.99    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group, Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011912.36   | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416H7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       962 | PA      | $972.05       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                       | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967103.71    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419DNM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95860 | PA      | $94868.94     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies, Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920816.20    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13154128 | PA      | $13606696.69  | 0.06%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial, Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487197.62    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95002XBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9054509.00   | 0.04%             | 2053-08-15      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FAT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     12109 | PA      | $11610.20     | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371NRW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148 | PA      | $148.43       | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                        | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2581549.70   | 0.01%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60000000 | PA      | $61021875.00  | 0.29%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT Capital Corp                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2935760.46   | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512716.57   | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                      | Maple Parent Holdings Corp                                                       | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222800.99    | 0.00%             | 2056-03-26      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8357000 | PA      | $5435077.16   | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $995745.49    | 0.00%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    915237 | PA      | $862026.84    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1920850.66   | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                     | Mercedes-Benz Auto Receivables Trust                                             | CUSIP: 58773DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $457223.85    | 0.00%             | 2031-04-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227882.62    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5363373 | PA      | $4991387.08   | 0.02%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AUP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1925587 | PA      | $1761332.56   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    850000 | PA      | $854332.76    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48500000 | PA      | $43007753.79  | 0.20%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                            | Emera US Finance LLC                                                             | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994421.23    | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244587.62    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $591500.57    | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EH44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4560 | PA      | $4681.64      | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182938.34    | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YDN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    791728 | PA      | $824232.07    | 0.00%             | 2053-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417Y4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147902 | PA      | $146702.98    | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $1862937.25   | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                         | Willis-Knighton Medical Center                                                   | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $311164.34    | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                            | Kyndryl Holdings, Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    750000 | PA      | $625236.93    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $522981.07    | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1525958.42   | 0.01%             | 2054-06-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745882.58    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                          | Advanced Micro Devices, Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414638.54    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                      | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $559163.62    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312936J57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     29746 | PA      | $29474.71     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $382929.20    | 0.00%             | 2054-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $678537.07    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                        | Baylor Scott & White Holdings                                                    | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    290000 | PA      | $241512.57    | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                              | Enact Holdings, Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029191.57   | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8833787 | PA      | $7776683.38   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    425000 | PA      | $412108.28    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410KSS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13889 | PA      | $13939.01     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418UXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11116 | PA      | $11000.63     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | Metlife, Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1077315.39   | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353534.46    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3668962.80   | 0.02%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HLTH & EDUCTNL FAC                                                  | Health & Educational Facilities Authority of the State of Missouri               | CUSIP: 60636AMQ3<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    200000 | PA      | $158810.66    | 0.00%             | 2046-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $402454.33    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                           | Arrow Electronics, Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $883556.06    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242357.35    | 0.00%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Restoration Bond Co III LLC                                  | CenterPoint Energy Restoration Bond Co III LLC                                   | CUSIP: 15202GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992755.90    | 0.00%             | 2030-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EN2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527068 | PA      | $1395876.37   | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                     | Avista Corp                                                                      | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    550000 | PA      | $410810.00    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325021.52    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                              | Vertiv Holdings Co                                                               | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486183.72    | 0.00%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3115660 | PA      | $2855827.81   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank                                                            | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1540679.57   | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HLTH & EDUCTNL FAC                                                  | Health & Educational Facilities Authority of the State of Missouri               | CUSIP: 60636AMS9<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    200000 | PA      | $133902.24    | 0.00%             | 2051-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | Southern California Gas Co                                                       | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500438.78    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412DY77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3957 | PA      | $4150.81      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | Southwestern Electric Power Co                                                   | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486577.72    | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | Linde, Inc                                                                       | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    225000 | PA      | $118039.41    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1500000 | PA      | $1306844.15   | 0.01%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2845742 | PA      | $2559498.99   | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FOOTHILL ESTRN TRANSPRTN CORRI                                                  | Foothill-Eastern Transportation Corridor Agency                                  | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $292372.27    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976046.94    | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $779343.79    | 0.00%             | 2047-03-03      | Fixed         | 5.91%                 | No            |                  2 | On Loan: —       |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3237436.95   | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     19480 | PA      | $19712.33     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA Financial Corp                                                               | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $578246.79    | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC                                                        | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500456.26    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2453913.75   | 0.01%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                                                 | Eagle Materials, Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446560.72    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                               | L3Harris Technologies, Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558605.84    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013612.71   | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1030746.50   | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1987068.30   | 0.01%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                      | International Finance Corp                                                       | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2993890.50   | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1697321.48   | 0.01%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993656.69    | 0.00%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                   | Totalenergies Capital USA LLC                                                    | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989875.31    | 0.00%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1363635.08   | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412PCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1502 | PA      | $1494.72      | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                   | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   7374000 | PA      | $4118605.16   | 0.02%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968605.57    | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy, Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505595.50    | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                                   | CUSIP: 61691YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1817718.20   | 0.01%             | 2054-05-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7QX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     27612 | PA      | $27692.69     | 0.00%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $641643.77    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2995751.10   | 0.01%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                       | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1536117.32   | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                                                                      | City of Houston TX                                                               | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    690000 | PA      | $583365.40    | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | Manulife Financial Corp                                                          | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $946641.24    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475719.43    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1366667.75   | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | Baker Hughes Holdings LLC                                                        | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1497248.86   | 0.01%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31407FD56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36937 | PA      | $37123.32     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62000000 | PA      | $62302734.22  | 0.29%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412RCX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110403 | PA      | $109261.79    | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149475.33    | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $690791.15    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441655.70    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $7225875.00   | 0.03%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13043157 | PA      | $13115592.41  | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532308.64   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980204.19    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1502539.34   | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                       | Honda Auto Receivables Owner Trust                                               | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1518932.25   | 0.01%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                   | BGC Group, Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515865.11    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OREGON ST UNIV GEN REVENUE                                                      | Oregon State University                                                          | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $698420.10    | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520815.07    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                | Black Hills Corp                                                                 | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285038.88    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                       | Coca-Cola Femsa SAB de C.V.                                                      | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    550000 | PA      | $543559.50    | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44575000 | PA      | $25378149.53  | 0.12%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $995140.88    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | ConocoPhillips Co                                                                | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950888.26    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                                                         | BOKF NA                                                                          | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354513.23    | 0.00%             | 2040-11-06      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix, Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $988950.02    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BWU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4817102 | PA      | $4632388.47   | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262473.18    | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | Masco Corp                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444397.62    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies, Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468512.45   | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      7189 | PA      | $7325.38      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53110.36     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1233735.32   | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195665.69    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2597815.14   | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF Sinclair Corp                                                                 | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021745.36   | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria S.A.                                             | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $623492.17    | 0.00%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                 | SSM Health Care Corp                                                             | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | MUN               | US        |    400000 | PA      | $397231.64    | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                | Brown University                                                                 | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $648693.67    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                                                   | American Municipal Power, Inc                                                    | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    435000 | PA      | $445987.45    | 0.00%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5443335.78   | 0.03%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $961647.77    | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                         | Anheuser-Busch Cos LLC                                                           | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8216000 | PA      | $7404029.15   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816823.07    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36258YBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    988421 | PA      | $961495.03    | 0.00%             | 2053-02-13      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180408 | PA      | $182329.39    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    775000 | PA      | $487035.33    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023229.52   | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168616.39    | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                         | National Oilwell Varco, Inc                                                      | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    800000 | PA      | $628587.32    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1067479.72   | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417Y3A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24705 | PA      | $24770.82     | 0.00%             | 2031-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                              | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $994221.03    | 0.00%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    650000 | PA      | $415988.61    | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13324049 | PA      | $13645057.05  | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4023628.08   | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964398.70   | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    725000 | PA      | $695418.22    | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  11777862 | PA      | $10557856.74  | 0.05%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1500000 | PA      | $921300.00    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                       | GM Financial Consumer Automobile Receivables Trust                               | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009164.10   | 0.00%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48500000 | PA      | $36498144.41  | 0.17%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                 | American Financial Group, Inc                                                    | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959328.32    | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                             | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1500000 | PA      | $1538280.00   | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $594366.03    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                         | Japan Bank for International Cooperation                                         | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1013518.73   | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FLS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     12398 | PA      | $12988.44     | 0.00%             | 2040-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1908962.32   | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                  | Clorox Co                                                                        | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371849.60    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $638238.00    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1339718.19   | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $32132187.50  | 0.15%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                        | World Omni Auto Receivables Trust                                                | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016209.20   | 0.00%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547421.65   | 0.01%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | Motorola Solutions, Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011992.90   | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                                                                | Campbell Soup Co                                                                 | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    500000 | PA      | $298935.20    | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2892000.03   | 0.01%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                 | Yamana Gold, Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $664859.30    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                      | STERIS Irish FinCo UnLtd Co                                                      | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $719587.25    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1810181.60   | 0.01%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493684.67    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31288J7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     60199 | PA      | $60000.85     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                           | Mohawk Industries, Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718943.44    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049574.34   | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      9116 | PA      | $8703.57      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2264391.73   | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97700 | PA      | $99705.53     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021225.61   | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                        | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491114.33    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $649021.73    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    675000 | PA      | $503619.53    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                        | International Flavors & Fragrances, Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    412000 | PA      | $356464.19    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36200C2V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2467 | PA      | $2508.20      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | Berry Global, Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035115.19   | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1922480.43   | 0.01%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127719.18    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DPSH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10900253 | PA      | $9628670.59   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | Healthpeak OP LLC                                                                | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501541.62    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                  | CarMax Auto Owner Trust                                                          | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011476.60   | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | Illinois Tool Works, Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188785.54    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GlaxoSmithKline Capital, Inc                                                     | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006215.88   | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                                                         | Ochsner LSU Health System of North Louisiana                                     | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854117.08    | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                     | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500581.91    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312935HG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1135 | PA      | $1159.34      | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | Evergy Metro, Inc                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513701.02    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8AV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     34241 | PA      | $35244.94     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    725000 | PA      | $602222.40    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $779423.08    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                            | Mississippi Power Co                                                             | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    750000 | PA      | $629621.35    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18200000 | PA      | $15782812.50  | 0.07%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358WXP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $276453.09    | 0.00%             | 2045-06-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                        | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $440075.97    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990637.66    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | Freeport-McMoRan, Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993426.23    | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002567.09   | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | Markel Group, Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191610.04    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040327.68   | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416SP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1208 | PA      | $1249.75      | 0.00%             | 2039-07-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                          | Aptiv plc                                                                        | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    600000 | PA      | $561550.75    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029388.16   | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                | Bank of Montreal                                                                 | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1014998.11   | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3794761 | PA      | $3694188.65   | 0.02%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                            | Las Vegas Sands Corp                                                             | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514272.53    | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3850000 | PA      | $3632843.41   | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968181.04    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                             | MSD Investment Corp                                                              | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733242.56    | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1755067.53   | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2327034.60   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460284.64    | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                      | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    875000 | PA      | $851820.16    | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513514.63   | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1173105.30   | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                                             | University of Michigan                                                           | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $307253.35    | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013522.16   | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2613000 | PA      | $1865290.05   | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                      | Kellogg Co                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127359.99    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179S5L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2386799 | PA      | $2244190.45   | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2031388.78   | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18891668 | PA      | $18305085.59  | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | Boardwalk Pipelines LP                                                           | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921355.96    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                      | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486946.23    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9EC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    804690 | PA      | $778147.30    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011148.49   | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEXAS ST A & M UNIV PERM UNIV                                                   | Permanent University Fund-Texas A&M University System                            | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $246755.07    | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26350000 | PA      | $25377314.52  | 0.12%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541UCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $426877.35    | 0.00%             | 2053-12-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1410798 | PA      | $1318906.37   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2965194.81   | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | Northern Trust Corp                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    700000 | PA      | $637062.85    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1372036.76   | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1340498.54   | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International, Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $969296.58    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502245.51    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | Illinois Tool Works, Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $834734.90    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | Ameriprise Financial, Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    825000 | PA      | $822774.90    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | Tyson Foods, Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252502.02    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $191435.69    | 0.00%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York and Presbyterian Hospital                                               | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $551860.20    | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47927.67     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926362.41    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $580224.92    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | Cheniere Energy, Inc                                                             | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498227.71    | 0.00%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $483421.13    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1607153 | PA      | $1540541.10   | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3128150 | PA      | $2995249.87   | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | Barclays Commercial Mortgage S                                                   | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506288.75    | 0.00%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| MISSOURI ST HLTH & EDUCTNL FAC                                                  | Health & Educational Facilities Authority of the State of Missouri               | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    200000 | PA      | $143790.90    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | Allstate Corp                                                                    | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612895.36    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                          | Trane Technologies Luxembourg Finance S.A.                                       | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $987600.89    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513381.62    | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Polaris Inc                                                                     | Polaris, Inc                                                                     | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $785471.10    | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282397.16    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196138.38    | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                           | NYU Langone Hospitals                                                            | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211647.68    | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $881178.19    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1484054.60   | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31407NQM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1001 | PA      | $990.44       | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                             | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1035090.60   | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179X5D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2699985 | PA      | $2511813.14   | 0.01%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    875000 | PA      | $888628.05    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    600000 | PA      | $344231.21    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $996233.23    | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | Camden Property Trust                                                            | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $341683.14    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | Kimco Realty OP LLC                                                              | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165144.05    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $338980.46    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1810426.18   | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                     | Kemper Corp                                                                      | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902757.56    | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958448.98    | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1525166.32   | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267310.63    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2114617.60   | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca plc                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $525751.14    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $937883.33    | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York and Presbyterian Hospital                                               | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115951.01    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| BMO 2024-5C6 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    770000 | PA      | $784152.83    | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                 | WW Grainger, Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154743.83    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                       | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $2078080.64   | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984519.55    | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3479668 | PA      | $3292492.77   | 0.02%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | Dollar Tree, Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496627.32    | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005802.29   | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB International Finance III LLC                                                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993999.58    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $613325.95    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services, Inc                                                           | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766203.34    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                        | JobsOhio Beverage System                                                         | CUSIP: 47770VCT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    755000 | PA      | $638536.34    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $1114186.40   | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    675000 | PA      | $585172.79    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1368401.91   | 0.01%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477457.98    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $1317788.99   | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L6CS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   5257215 | PA      | $5077998.41   | 0.02%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | Tyco Electronics Group S.A.                                                      | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $498338.86    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007140.64   | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    900000 | PA      | $652182.39    | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | ConAgra Brands, Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    750000 | PA      | $637370.30    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919784.90    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488995.24   | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                        | Mead Johnson Nutrition Co                                                        | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302196.81    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87476.57     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1450406.79   | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296996.89    | 0.00%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | Equinix, Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157276.48    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | International Paper Co                                                           | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    390000 | PA      | $332837.33    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296M7G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     31870 | PA      | $32234.01     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416ARR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8170 | PA      | $8085.58      | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                       | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254924.15    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                        | George Washington University                                                     | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | MUN               | US        |    200000 | PA      | $181297.17    | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   3500000 | PA      | $3526225.50   | 0.02%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025155.16   | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                                   | Exeter Automobile Receivables Trust                                              | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    419219 | PA      | $417974.54    | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991682.36    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410CVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73888 | PA      | $77296.88     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $676242.85    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2441665 | PA      | $2374532.80   | 0.01%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                          | Allegion US Holding Co, Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197151.54    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                        | Packaging Corp of America                                                        | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $540756.16    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1709979.08   | 0.01%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                    | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281139.46    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246017.22    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                        | EIDP, Inc                                                                        | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742131.37    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    400000 | PA      | $346470.09    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1194276 | PA      | $1077633.94   | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1031583.48   | 0.00%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406980.84    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3048109.98   | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  14196000 | PA      | $13191633.00  | 0.06%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                      | CNH Equipment Trust                                                              | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    575000 | PA      | $582365.18    | 0.00%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2675531.73   | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                 | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   4000000 | PA      | $4072444.92   | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $998347.53    | 0.00%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100894.74    | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31385JJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10996 | PA      | $11424.38     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   6185000 | PA      | $6187228.76   | 0.03%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005042.32   | 0.00%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009200.63   | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                         | GlaxoSmithKline Capital, Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363625.86    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $641840.80    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $802549.92    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                                | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    600000 | PA      | $411360.29    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5069531.50   | 0.02%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V16 Mortgage Trust                                               | Benchmark Mortgage Trust                                                         | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $513662.90    | 0.00%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039249.12   | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | Ascension Health                                                                 | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $177891.96    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                             | LYB International Finance BV                                                     | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $494224.65    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                     | Gartner, Inc                                                                     | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474267.97    | 0.00%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMQM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    204860 | PA      | $202105.35    | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $486035.20    | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004946.27   | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $686868.10    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219925.91    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | Piedmont Natural Gas Co, Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1078790.82   | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | AstraZeneca Finance LLC                                                          | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522047.71   | 0.01%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | American International Group, Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254994.09    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    750000 | PA      | $546960.30    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510463.91    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297A5C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     14383 | PA      | $14366.72     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | Tampa Electric Co                                                                | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146200.11    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                                | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916321.74    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323031.87    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | General Dynamics Corp                                                            | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179253.06    | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                         | Jefferies Financial Group, Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510534.76    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                              | First Horizon Bank                                                               | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507434.34    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    325000 | PA      | $404778.50    | 0.00%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451747.71    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                   | Totalenergies Capital USA LLC                                                    | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1486160.70   | 0.01%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483015.14    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Discover Financial Services                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1720272.27   | 0.01%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY DEDICATE                                                  | Metropolitan Transportation Authority                                            | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1751335.90   | 0.01%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2720325.08   | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co, Inc                                                  | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516109.34    | 0.00%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy, Inc                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523881.50    | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| SUTTER HEALTH                                                                   | Sutter Health                                                                    | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159007.30    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4512242 | PA      | $4481644.29   | 0.02%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services, Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991851.98    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509814.55    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                              | University of Notre Dame du Lac                                                  | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | MUN               | US        |    200000 | PA      | $152566.31    | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $2929500.00   | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296727.31    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                              | Bain Capital Specialty Finance, Inc                                              | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477013.15    | 0.00%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | Aon North America, Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445292.35   | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19121.30     | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194438.97    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989806.28    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241KL55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     65298 | PA      | $68791.81     | 0.00%             | 2037-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    550000 | PA      | $546364.46    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EKGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    458509 | PA      | $453199.97    | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $808685.52    | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244705.63   | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300LVB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45564 | PA      | $47080.51     | 0.00%             | 2041-08-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235647.92    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $3032425.33   | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867088.28    | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                          | Valmont Industries, Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175829.04    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York and Presbyterian Hospital                                               | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $686252.88    | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2542918 | PA      | $2274409.06   | 0.01%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777938.68    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1366870.07   | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEGON NV                                                                        | Aegon NV                                                                         | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $498879.85    | 0.00%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029921.80   | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                 | SiriusPoint Ltd                                                                  | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1043582.33   | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1877662.98   | 0.01%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                        | President and Fellows of Harvard College                                         | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |    200000 | PA      | $143069.81    | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | Santander Holdings USA, Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045892.85   | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                               | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    425000 | PA      | $405100.91    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | Dominion Energy South Carolina, Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $785912.75    | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GlaxoSmithKline Capital, Inc                                                     | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996055.46    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1119945 | PA      | $1072421.53   | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498198.03    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                     | KeyBank NA                                                                       | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    625000 | PA      | $615997.64    | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2087359.58   | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                     | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $273509.41    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015677.02   | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp                                                                    | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $293286.93    | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019169.50   | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371NKH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       566 | PA      | $569.13       | 0.00%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1028485.35   | 0.00%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $902528.17    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1780646.17   | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AY6G6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    171603 | PA      | $163535.48    | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                             | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508681.94   | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    550000 | PA      | $507092.47    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                       | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867887 | PA      | $880773.86    | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $430709.78    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3143350 | PA      | $3003009.66   | 0.01%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416W7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295649 | PA      | $280886.82    | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                        | President and Fellows of Harvard College                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |    200000 | PA      | $135784.27    | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                             | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944264.27    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $389170.98    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | Vodafone Group plc                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2362373.88   | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services, Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429329.26    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO Enterprises, Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96278.61     | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $973190.78    | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSIONS                                                  | Texas Transportation Commission State Highway Fund                               | CUSIP: 88283LHT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $150002.64    | 0.00%             | 2026-04-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1003221.66   | 0.00%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CBR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1226086 | PA      | $1146728.79   | 0.01%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc                                                            | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972157.80    | 0.00%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996393.54    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006803.47   | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572730.30    | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011380.70   | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44850000 | PA      | $43742765.63  | 0.20%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                                  | Dallas Fort Worth International Airport                                          | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $182881.69    | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946238.60    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                                | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $644849.31    | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E1M20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029981 | PA      | $975513.42    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841270.70    | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $628956.26    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402HWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2933 | PA      | $2903.36      | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11439990 | PA      | $11553619.13  | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                             | Block Financial LLC                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $707244.02    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KOREA                                                               | Korea International Bond                                                         | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1400000 | PA      | $1254680.00   | 0.01%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278KBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2237461.92   | 0.01%             | 2051-12-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180020.55    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172759.12    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2768633 | PA      | $2732319.69   | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1611807 | PA      | $1626939.33   | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456086.55    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    569588 | PA      | $547311.11    | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    950000 | PA      | $966674.88    | 0.00%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    874516 | PA      | $822192.96    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993080.66   | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     75316 | PA      | $72832.70     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $581231.68    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010159.62   | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | Georgia Power Co                                                                 | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    625000 | PA      | $539225.41    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2271028.22   | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13911406.32  | 0.07%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $902632.50    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768318.73    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                       | Honda Auto Receivables Owner Trust                                               | CUSIP: 43813YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $477071.00    | 0.00%             | 2030-11-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                 | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032498.07   | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc                                                                | Gerdau Trade, Inc                                                                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $1012500.00   | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $557715.70    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay, Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $351530.65    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410FUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3564 | PA      | $3632.56      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464228.70    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                           | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2345000 | PA      | $2358923.98   | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                                                           | AvalonBay Communities, Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196318.85    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132E0NU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8059174 | PA      | $7448355.36   | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OREGON ST SCH BRDS ASSN SHORT-                                                  | Oregon School Boards Association                                                 | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    308897 | PA      | $310421.75    | 0.00%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HKDD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1010004.00   | 0.00%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2203651.03   | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $475996.21    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6VG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      6279 | PA      | $6353.62      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  29897111 | PA      | $24712088.19  | 0.12%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   7750000 | PA      | $7611940.80   | 0.04%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | Sutter Health                                                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $384819.33    | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499585.98    | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874739.39    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                      | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012293.00   | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | Baker Hughes Holdings LLC                                                        | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973777.46   | 0.01%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1308433.14   | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2486022 | PA      | $2310205.33   | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31404KTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1453 | PA      | $1463.75      | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | Emerson Electric Co                                                              | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $629092.18    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4463747.29   | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1257709.83   | 0.01%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                        | George Washington University                                                     | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | MUN               | US        |    375000 | PA      | $300692.35    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | Carlisle Cos, Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124992.87    | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297UW55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     13587 | PA      | $13912.45     | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $944669.67    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148254.95    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2751754.56   | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | Linde, Inc                                                                       | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $634601.46    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                            | Appalachian Power Co                                                             | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243172.85    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                    | Nordson Corp                                                                     | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519716.39    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YDL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1566013 | PA      | $1602316.04   | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                        | Jacobs Engineering Group, Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552831.86   | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2990995.11   | 0.01%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $533250.00    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498391.77    | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC Energy Group, Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477483.75    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | Toyota Motor Corp                                                                | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1021124.32   | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2668292.25   | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJL24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1371 | PA      | $1358.67      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AGH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     42530 | PA      | $40860.47     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1357850.16   | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP Carey, Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993526.63    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980165.89    | 0.00%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022960.63   | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp                                                                         | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451015.11    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484823.89    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402QSZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       889 | PA      | $907.81       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                        | Flex Ltd                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $491300.57    | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951124.87    | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                          | Carvana Auto Receivables Trust                                                   | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $453056.85    | 0.00%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $161478.16    | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                    | Nordson Corp                                                                     | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022839.16   | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992114.74    | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                | Emory University                                                                 | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | MUN               | US        |    500000 | PA      | $326501.19    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988558.62   | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    890000 | PA      | $806550.06    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66                                                                      | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    738000 | PA      | $713316.39    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441344.21    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | Willis North America, Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985328.60    | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                  | Louisville Gas and Electric Co                                                   | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545780.25    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                  | McCormick & Co, Inc                                                              | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494431.13    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                           | Vale Overseas Ltd                                                                | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2086040.00   | 0.01%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH America Finance, Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311981.15    | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                           | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $997882.95    | 0.00%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E6C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4081 | PA      | $3908.94      | 0.00%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                         | Indiana University Health, Inc Obligated Group                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $928769.96    | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5NC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      7745 | PA      | $8111.14      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $732386.97    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232123.62    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                        | Aptiv plc                                                                        | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $962084.34    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1673475.68   | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938054.05    | 0.00%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REVENUE                                                  | Kansas Development Finance Authority                                             | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1043618.10   | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3472827 | PA      | $3274352.80   | 0.02%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739543.50    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                     | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $704752.08    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36225FHJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      8324 | PA      | $8454.88      | 0.00%             | 2041-09-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1819566.58   | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                  | MSWF Commercial Mortgage Trust                                                   | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025369.80   | 0.00%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                         | Northwestern University                                                          | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | MUN               | US        |    750000 | PA      | $460377.68    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS C                                                  | City of Los Angeles Department of Airports Customer Facility Charge Revenue      | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $120282.83    | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                            | JetBlue Pass Through Trust                                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    672815 | PA      | $637394.62    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $418083.11    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                                    | Regions Bank                                                                     | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315618.00    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                  | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177476.65    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | Entergy Mississippi LLC                                                          | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490389.10    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012816.67   | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                                          | Trane Technologies Luxembourg Finance S.A.                                       | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $253526.33    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195658.67    | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1766964.15   | 0.01%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2379885 | PA      | $2250459.40   | 0.01%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979867.40    | 0.00%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  12499514 | PA      | $10768613.32  | 0.05%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    314363 | PA      | $302227.49    | 0.00%             | 2043-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2762235 | PA      | $2488313.18   | 0.01%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2000000 | PA      | $1353100.00   | 0.01%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $572046.00    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    615000 | PA      | $659199.64    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1434869.07   | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989958.62    | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1531473 | PA      | $1446308.46   | 0.01%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                             | American International Group, Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1301557.86   | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307C4S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    305301 | PA      | $300928.21    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | Oglethorpe Power Corp                                                            | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    550000 | PA      | $534044.23    | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1323232.35   | 0.01%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                         | BMW Vehicle Lease Trust                                                          | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $475534.76    | 0.00%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $195938.48    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447009.06    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6129220 | PA      | $4985477.67   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management, Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $952346.34    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HK94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       654 | PA      | $677.44       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8565793 | PA      | $7840491.81   | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | Motorola Solutions, Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014272.27   | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                | Eastern Gas Transmission & Storage, Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170642.63    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1875000 | PA      | $1839000.26   | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                      | Mattel, Inc                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993839.02    | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312933Z49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      5167 | PA      | $5228.89      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20387911 | PA      | $15794250.89  | 0.07%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                         | Connecticut Light and Power Co                                                   | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332653.61    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983575.71    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    675000 | PA      | $666258.01    | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991432.86   | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $881899.47    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $368168.88    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298659.60    | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $33849257.91  | 0.16%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                      | Maple Parent Holdings Corp                                                       | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993588.06    | 0.00%             | 2036-03-26      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3528919.91   | 0.02%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013086.68   | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410290 | PA      | $2176432.97   | 0.01%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2120654 | PA      | $1944801.16   | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                                             | University of Michigan                                                           | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $566256.08    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69681.56     | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                         | Providence St. Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $264806.65    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1109156.33   | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016961.00   | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298820.48    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154336.75    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    333943 | PA      | $321017.44    | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1583957.13   | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738580.25    | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| JPN BANK FOR INT'L COOP                                                         | Japan Bank for International Cooperation                                         | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3000000 | PA      | $2679687.21   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    450000 | PA      | $425652.88    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  20868028 | PA      | $18023863.71  | 0.08%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NTD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    177234 | PA      | $167928.12    | 0.00%             | 2043-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021336.72   | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4748000 | PA      | $4940138.74   | 0.02%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | Svensk Exportkredit AB                                                           | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1034165.67   | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519797.60   | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                                             | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $582343.50    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1118504.10   | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487399.77    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81000000 | PA      | $81673945.11  | 0.38%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    119331 | PA      | $121417.60    | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                            | Ares Management Corp                                                             | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519778.56    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HCKV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2051105.60   | 0.01%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2156083.78   | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                               | United Airlines 2024-1 Class A Pass Through Trust                                | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939745 | PA      | $965543.78    | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $869888.41    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $703933.43    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FP75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    180777 | PA      | $179224.12    | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5795059 | PA      | $5913554.07   | 0.03%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87719.18     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $729108.09    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2322784.45   | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    897817 | PA      | $822832.50    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114299.28    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455235.87    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537534.31    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312934NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3429 | PA      | $3397.72      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028556.44   | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997231.70    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                       | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197258.16    | 0.00%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    925000 | PA      | $753513.00    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340179.25    | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $887620.70    | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1053862.12   | 0.00%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     18693 | PA      | $18524.61     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | Wyeth LLC                                                                        | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165689.15    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial, Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1663240.37   | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                         | Providence St. Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $583006.48    | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150101.50    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XX35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7847984 | PA      | $7417905.36   | 0.03%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                             | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $729191.78    | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | Expedia Group, Inc                                                               | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $247361.26    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation, Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197533.74    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1408811.96   | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996866.26   | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                  | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031720.89   | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29910937.50  | 0.14%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1447805.39   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | Indonesia Government International Bond                                          | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1775000 | PA      | $1805957.49   | 0.01%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                        | Koninklijke Ahold Delhaize NV                                                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     69000 | PA      | $68953.09     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                        | Aon Corp                                                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212944.09    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                        | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $674367.43    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                   | Duke Energy Carolinas Nc Storm Funding II LLC                                    | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986454.66    | 0.00%             | 2035-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    958000 | PA      | $976187.77    | 0.00%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1005513.66   | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group, Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342940.47    | 0.00%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138M2A48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2041596 | PA      | $1928556.59   | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $496587.27    | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| JAPAN INT'L COOP AGENCY                                                         | Japan International Cooperation Agency                                           | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   2000000 | PA      | $1751399.48   | 0.01%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  19547747 | PA      | $16157602.97  | 0.08%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                 | BANK                                                                             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1047082.80   | 0.00%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                                   | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3343615 | PA      | $3017125.07   | 0.01%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293162.09    | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    450000 | PA      | $404219.63    | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498361.03   | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                               | ONEOK Partners LP                                                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140015.06    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    475000 | PA      | $352367.84    | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $3009977.19   | 0.01%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8931377 | PA      | $8059137.61   | 0.04%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2587467.16   | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331358.37    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H8U90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2854698.90   | 0.01%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    226587 | PA      | $230895.66    | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ELAQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23150 | PA      | $23042.03     | 0.00%             | 2027-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413TLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2155 | PA      | $2254.34      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1857320 | PA      | $1695938.09   | 0.01%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                    | Illumina, Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497422.54    | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012570.72   | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                     | Textron, Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972239.81    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TotalEnergies Capital S.A.                                                       | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $994393.63    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | Agree LP                                                                         | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510613.87    | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EQB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     20384 | PA      | $22101.66     | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915325.21    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                              | Trane Technologies Financing Ltd                                                 | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $435830.88    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504532.72    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1606016 | PA      | $1526986.13   | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | Tyco Electronics Group S.A.                                                      | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $698207.73    | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3545180 | PA      | $3193052.13   | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766352.78    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    250000 | PA      | $159088.23    | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522989.65    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26418 | PA      | $27301.21     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1113107.12   | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4244456 | PA      | $3735466.10   | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                             | Fred Hutchinson Cancer Center                                                    | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |    865000 | PA      | $779673.94    | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1533465.81   | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8515 | PA      | $8444.84      | 0.00%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138AFSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155913 | PA      | $154300.26    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $302203.11    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9710353 | PA      | $8933584.43   | 0.04%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KRWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     31178 | PA      | $32212.95     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                            | National Fuel Gas Co                                                             | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200123.19    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | Cenovus Energy, Inc                                                              | CUSIP: 15135UAW9<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1066933.32   | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346652.54    | 0.00%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | Tyson Foods, Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498374.42    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                   | Santander Drive Auto Receivables Trust                                           | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    829810 | PA      | $832210.81    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                              | Verizon Master Trust Series                                                      | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2730000 | PA      | $2737626.80   | 0.01%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                | HSBC Bank USA NA                                                                 | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     33000 | PA      | $36799.99     | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                            | DH Europe Finance II Sarl                                                        | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $282428.30    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2229589.58   | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $642776.54    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FBQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9963713 | PA      | $10300855.73  | 0.05%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296QHZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5965 | PA      | $6089.00      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292SA26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1099414 | PA      | $979096.98    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174777.05    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A36S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9217 | PA      | $8756.97      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                         | Connecticut Light and Power Co                                                   | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202893.83    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | Japan Bank for International Cooperation                                         | CUSIP: 471048DD7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $981197.35    | 0.00%             | 2036-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2400000 | PA      | $2364349.03   | 0.01%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985076.48    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                       | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $879675.98    | 0.00%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | Flex Ltd                                                                         | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $510215.66    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                        | Tyco Electronics Group S.A.                                                      | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1150000 | PA      | $1133415.18   | 0.01%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75426.06     | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1500000 | PA      | $1438712.01   | 0.01%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012185.75   | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10127578.13  | 0.05%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | Southern California Gas Co                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502018.44    | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX Corp                                                                        | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $504051.95    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                           | BlackRock Funding, Inc                                                           | CUSIP: 09290DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015544.08   | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024997.67   | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1269294.54   | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    451237 | PA      | $413080.33    | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $418838.10    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  15906723 | PA      | $15867102.57  | 0.07%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | Owens Corning                                                                    | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    625000 | PA      | $646087.21    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263119.40    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006937.68   | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                      | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82489.40     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                       | Potomac Electric Power Co                                                        | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508620.12    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                        | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206378.82    | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $278037.76    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A56P9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    319525 | PA      | $323485.27    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000463.70   | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1005942.06   | 0.00%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                              | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960054.29    | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                   | First American Financial Corp                                                    | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980071.13    | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483708.58   | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGPL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818073 | PA      | $798519.44    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206910.81    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                                                  | Bay Area Toll Authority                                                          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    755000 | PA      | $501432.34    | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                            | Adventist Health System                                                          | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | MUN               | US        |    500000 | PA      | $334254.71    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    675000 | PA      | $570158.19    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3300000 | PA      | $3287427.10   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717097.05    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    423567 | PA      | $400888.37    | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | Corebridge Financial, Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638841.00    | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services, Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $659797.43    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                      | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375549.28    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | Interstate Power and Light Co                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196790.41    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                  | BANK                                                                             | CUSIP: 06540CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $762643.30    | 0.00%             | 2064-06-15      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | Markel Group, Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149298.95    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6416806 | PA      | $5571073.80   | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  30013218 | PA      | $25514573.72  | 0.12%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6PH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2513 | PA      | $2594.38      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016757.24   | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                               | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983844.58    | 0.00%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $695913.94    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001380.00   | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1151686 | PA      | $1105336.12   | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $39457812.40  | 0.18%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935973.54   | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21250000 | PA      | $21670849.66  | 0.10%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470934.43    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | Halliburton Co                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486240.02    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                | Enstar Group Ltd                                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $882359.84    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472542.00    | 0.00%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                 | Choice Hotels International, Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $428623.07    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| KELLOGG CO                                                                      | Kellogg Co                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250170.33    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand, Inc                                                              | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282737.44   | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008848.43   | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990544.11    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157868.74    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1964907.96   | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173226.44    | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4162961 | PA      | $3792439.02   | 0.02%             | 2040-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958934.20    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   4015000 | PA      | $4023861.75   | 0.02%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17784487 | PA      | $17874108.07  | 0.08%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016650.89   | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1269228.00   | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B5E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1101853 | PA      | $1064352.95   | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $198553.90    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474690.60    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | Store Capital LLC                                                                | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004605.07   | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                         | Piedmont Healthcare, Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $350814.22    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 136500000 | PA      | $137107850.88 | 0.64%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                       | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157571.90    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay, Inc                                                                        | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $538927.33    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     44594 | PA      | $44188.42     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4454765.64   | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36210BX34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5167 | PA      | $5143.46      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979910.98    | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | 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        |    450000 | PA      | $370193.63    | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                        | Northwell Healthcare, Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    140000 | PA      | $108747.21    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476551.59    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900899.38    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989644.85    | 0.00%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                        | Stanley Black & Decker, Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93444.82     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496791.38    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312938JX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     52643 | PA      | $52002.68     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987232.04   | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19193915 | PA      | $16242792.53  | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  75347470 | PA      | $61365917.44  | 0.29%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    500000 | PA      | $474094.10    | 0.00%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial, Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941213.64    | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals, Inc                                                  | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759738.08    | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1617470.97   | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1383733.56   | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                 | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95353.34     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6AQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     13015 | PA      | $13400.81     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494159.65    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10073060 | PA      | $10419826.82  | 0.05%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $325136.51    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                         | GLP Capital LP                                                                   | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $479925.40    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp                                                                       | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997264.20    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                          | Asian Development Bank                                                           | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   4800000 | PA      | $4764634.08   | 0.02%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Americold Realty Operating Partnership LP                                       | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741918.72    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| SABRA HEALTH CARE LP                                                            | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902945.24    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116418.01    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa, Inc                                                                        | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989168.80    | 0.00%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | America Movil SAB de C.V.                                                        | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2005840.00   | 0.01%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1989028.64   | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | Unum Group                                                                       | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291800.05    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410FVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57916 | PA      | $59767.11     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3481982 | PA      | $3451684.21   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                        | Interstate Power and Light Co                                                    | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $208784.00    | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1587158 | PA      | $1492097.41   | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                      | California State University                                                      | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1860117.80   | 0.01%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | Kenvue, Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895609.40    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986731.87   | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2075000 | PA      | $2141354.77   | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1866944 | PA      | $1794681.82   | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31368HNM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95450 | PA      | $94147.42     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | Tyson Foods, Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1529758.14   | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413ESG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4716 | PA      | $4863.51      | 0.00%             | 2037-06-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492359.47    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418T3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3557 | PA      | $3511.41      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202F2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    361816 | PA      | $342942.34    | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4167880 | PA      | $3950218.52   | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | America Movil SAB de C.V.                                                        | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    440000 | PA      | $458654.17    | 0.00%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1526662.78   | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                      | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609648.66    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                          | Skyworks Solutions, Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891710.90    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CBH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1475306 | PA      | $1422582.42   | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92076 | PA      | $94922.35     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | Lam Research Corp                                                                | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273363.87    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                               | Council Of Europe Development Bank                                               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | N/A       |   1500000 | PA      | $1493753.54   | 0.01%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                              | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470265.63   | 0.01%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011356.74   | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA Sustainable Infrastructure Capital, Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1333773.00   | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4093972 | PA      | $3879122.01   | 0.02%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                            | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    750000 | PA      | $809672.25    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493588.48   | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471548.81    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4267814 | PA      | $4245605.25   | 0.02%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1769991.21   | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    332000 | PA      | $344818.14    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                             | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987484.43    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | Dominion Energy South Carolina, Inc                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    900000 | PA      | $919208.81    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2886100.80   | 0.01%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                              | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $3048596.64   | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1430377.80   | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $989064.12    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1598642.20   | 0.01%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                   | UBS AG.                                                                          | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $834676.89    | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $870852.43    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36225FJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      9840 | PA      | $10063.76     | 0.00%             | 2041-10-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56000000 | PA      | $49109374.72  | 0.23%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390SNF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2216 | PA      | $2291.38      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1237906.61   | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EDDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1194476 | PA      | $1129075.39   | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    175000 | PA      | $166500.58    | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                                  | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $984689.50    | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HJZY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1021312.60   | 0.00%             | 2030-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661670.21    | 0.00%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                            | University of Pittsburgh Medical Center                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | MUN               | US        |    500000 | PA      | $503813.91    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876271.99    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283027.40    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47500000 | PA      | $26093457.15  | 0.12%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                       | IDEX Corp                                                                        | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469568.41    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | Otis Worldwide Corp                                                              | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380235.67    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2194465 | PA      | $2076645.98   | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $318716.07    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    600000 | PA      | $499740.18    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $676033.42    | 0.00%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3082675.35   | 0.01%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | Unum Group                                                                       | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $736078.21    | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001751.60   | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NX78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    358957 | PA      | $354858.23    | 0.00%             | 2044-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                              | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491609.86    | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP, Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947932.52    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022132.00   | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $1812037.13   | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1440000 | PA      | $1463008.61   | 0.01%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016216.97   | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | General Mills, Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741357.37    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541ABU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $425756.10    | 0.00%             | 2054-02-15      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| UMASS MEM HEALTH CARE                                                           | UMass Memorial Health Care Obligated Group                                       | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918028.32    | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Northern Trust Bank                                                             | Fixed Income Clearing Corporation                                                | CUSIP: RPES18WS6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 150000000 | PA      | $150000000.00 | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $677487.58    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436321.65    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO Financial Group, Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031866.70   | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984833.87    | 0.00%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                                   | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $723197.70    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503427.82    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1523807.43   | 0.01%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1143746.34   | 0.01%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | Vontier Corp                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909316.28    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1550933.76   | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34600000 | PA      | $27769202.95  | 0.13%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $677242.51    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518280.65    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498198.79    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics, Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456371.40    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                          | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ERPV7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4200000 | PA      | $4200880.45   | 0.02%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945373.05    | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                             | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2183098.10   | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237068.99    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5333726 | PA      | $5194829.97   | 0.02%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E7A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16303920 | PA      | $16393634.60  | 0.08%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1422955.71   | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1046031.20   | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                             | Ford Credit Auto Owner Trust                                                     | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $708749.12    | 0.00%             | 2030-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951705.40    | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1767727.28   | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2116911.46   | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7QW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4224 | PA      | $4197.97      | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corp                                                          | Capital Southwest Corp                                                           | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490305.35    | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                    | State Street Bank & Trust Co                                                     | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016111.97   | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40500000.00  | 0.19%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5578630 | PA      | $5662383.78   | 0.03%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2835081 | PA      | $2981078.11   | 0.01%             | 2054-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                          | Marriott International, Inc                                                      | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $864242.63    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1805426 | PA      | $1729211.56   | 0.01%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   5500000 | PA      | $5496988.81   | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165144.77    | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7CT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       121 | PA      | $122.12       | 0.00%             | 2026-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    412000 | PA      | $409379.58    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978020.31    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1479008.30   | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113263.62    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                          | Potomac Electric Power Co                                                        | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $743252.29    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                             | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974118.02    | 0.00%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $632793.08    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $551192.53    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                             | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191393.12    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP                                                  | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963570.33    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                         | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $909175.44    | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP, Inc                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765756.59    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513846.86    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond                                              | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2000000 | PA      | $2072800.00   | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    909870 | PA      | $828744.66    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880942.98    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1400423.90   | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PulteGroup, Inc                                                                  | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966070.42    | 0.00%             | 2036-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE, Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143301.58    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $6253187.98   | 0.03%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499274.23   | 0.01%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951021.96    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31294MJJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1425 | PA      | $1419.47      | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493295.02   | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMTER LANDING FL CDD RECREATI                                                  | Sumter Landing Community Development District                                    | CUSIP: 86657MBK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $90338.51     | 0.00%             | 2047-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945021.32    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $226383.01    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505239.76    | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4498579 | PA      | $4481265.63   | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502727.41    | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals, Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750897.29    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                              | First Horizon Corp                                                               | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506600.25    | 0.00%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1891458.06   | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | Sempra                                                                           | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499983.80    | 0.00%             | 2055-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $34929375.00  | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3090630 | PA      | $3247417.26   | 0.02%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248853.96    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    675000 | PA      | $629429.78    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506252.05    | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  13730612 | PA      | $11349327.27  | 0.05%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                         | Connecticut Light and Power Co                                                   | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441726.53    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $504307.03    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487847.39   | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403928 | PA      | $389658.65    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | Kyndryl Holdings, Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463870.63    | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1918543.88   | 0.01%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | Franklin Resources, Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307940.50    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620C06L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       513 | PA      | $517.88       | 0.00%             | 2039-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296MJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3391 | PA      | $3411.99      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985222.83    | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                                | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297550.67    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500658.43    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23586257 | PA      | $23343388.82  | 0.11%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1624081 | PA      | $1563518.72   | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6RH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     82573 | PA      | $84993.76     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $638287.51    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $967701.76    | 0.00%             | 2047-01-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241LTS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    106587 | PA      | $105762.77    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1457370.87   | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2688615.24   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12792154 | PA      | $11237523.19  | 0.05%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JP Morgan Chase Commercial Mortgage Securities Trust                             | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812517 | PA      | $809926.12    | 0.00%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330575.18    | 0.00%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36225EZA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     55952 | PA      | $56846.38     | 0.00%             | 2040-05-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                          | Campbell Soup Co                                                                 | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328107.71    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $361021.23    | 0.00%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    525000 | PA      | $435527.94    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004982.18   | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312945DN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    125950 | PA      | $119762.10    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5664112.61   | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1308214.04   | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH                                                  | Massachusetts School Building Authority                                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103245.94    | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6SL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     39347 | PA      | $39814.35     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1832580.16   | 0.01%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International, Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976623.84    | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                         | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2001615.20   | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                                | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $929335.69    | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                                      | Toyota Auto Receivables Owner Trust                                              | CUSIP: 89237NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1165726.68   | 0.01%             | 2029-07-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                         | GlaxoSmithKline Capital, Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1375655.23   | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                            | Mississippi Power Co                                                             | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $647625.35    | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1930654.34   | 0.01%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $206288.34    | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $517943.22    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                              | Bain Capital Specialty Finance, Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290445.74    | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1602023.09   | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                             | Dollar General Corp                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011650.64   | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7827530 | PA      | $7302751.13   | 0.03%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                       | GM Financial Consumer Automobile Receivables Trust                               | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389131 | PA      | $392455.13    | 0.00%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                            | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1507871.45   | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $910941.50    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | San Diego Gas & Electric Co                                                      | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002677.06   | 0.00%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107500000 | PA      | $108801758.35 | 0.51%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES Corp                                                                         | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508374.34   | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV                                                                           | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $996970.30    | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2560078 | PA      | $2367362.96   | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $1497037.32   | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                        | Wisconsin Electric Power Co                                                      | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577396.07    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7126357 | PA      | $6751620.06   | 0.03%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                                                                  | State of Connecticut                                                             | CUSIP: 20772GF45<br>LEI: 549300PHW5BZHA7BEX81 | Long             | DBT              | MUN               | US        |    620000 | PA      | $660547.01    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417CB61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376565 | PA      | $345037.53    | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co                                                              | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010257.38   | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $257663.54    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | Cheniere Energy, Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2162006.13   | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1420253.87   | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | Kimco Realty OP LLC                                                              | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $363855.56    | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11570012 | PA      | $11211935.59  | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                        | Citizens Financial Group, Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184298.61    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1348794.88   | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417806.63    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483514.00    | 0.00%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482423.74   | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG.                                                | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    800000 | PA      | $805026.66    | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                                        | Prudential Financial, Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    525000 | PA      | $537782.70    | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    725000 | PA      | $599354.92    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ARX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308346 | PA      | $296369.37    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1749675.04   | 0.01%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891772.04    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1655412 | PA      | $1569048.16   | 0.01%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    625000 | PA      | $607328.01    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BlackRock, Inc                                                                   | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1291783.38   | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                    | Adventist Health System                                                          | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | MUN               | US        |    295000 | PA      | $303733.94    | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179T4N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5229984 | PA      | $4900241.81   | 0.02%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                           | Hyundai Auto Receivables Trust                                                   | CUSIP: 448973AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011648.90   | 0.00%             | 2031-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79388.07     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                | Essent Group Ltd                                                                 | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1034425.10   | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36207KFJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |        43 | PA      | $42.83        | 0.00%             | 2028-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                 | Yale University                                                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | MUN               | US        |    750000 | PA      | $440848.74    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                      | Loews Corp                                                                       | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165653.27    | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ArcelorMittal S.A.                                                               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1051756.58   | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Allstate Corp/The                                                               | Allstate Corp                                                                    | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529476.85   | 0.01%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5018945.30   | 0.02%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492818.92   | 0.01%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | General Mills, Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172985.58    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S                                                  | Dallas Area Rapid Transit                                                        | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    500000 | PA      | $517809.65    | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470106.95    | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1954570.62   | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578697.00    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                      | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947795.50    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022852.18   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1925812.92   | 0.01%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1040245.80   | 0.00%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | Takeoff Merger Sub, Inc                                                          | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477663.26   | 0.01%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496591.75    | 0.00%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2710981.17   | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3633657.90   | 0.02%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                         | Sierra Pacific Power Co                                                          | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991828.20    | 0.00%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies, Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977793.99    | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $547800.92    | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1796622.60   | 0.01%             | 2053-02-13      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                                                  | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $411419.34    | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3500 | PA      | $3586.22      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3653902 | PA      | $3456332.78   | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    485000 | PA      | $379380.19    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492133.80    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $367488.77    | 0.00%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $322024.23    | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287686.92    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XVS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  10829269 | PA      | $10764940.05  | 0.05%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $129559.14    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | Haleon US Capital LLC                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    725000 | PA      | $705420.69    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan, Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022725.41   | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585AAM4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240490.16    | 0.00%             | 2045-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2920436.61   | 0.01%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | Motorola Solutions, Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500710.38    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1531016.66   | 0.01%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                     | KeyBank NA                                                                       | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243897.86    | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YWDJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2239397 | PA      | $2153531.29   | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978539.60    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $983898.35    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2066964.00   | 0.01%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMRE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     93049 | PA      | $91923.15     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4056787.56   | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1429610.93   | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196558.62    | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EYQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5670088 | PA      | $5964329.25   | 0.03%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | Entergy Corp                                                                     | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493466.40    | 0.00%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $1832430.98   | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985188.38    | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                      | JD.com, Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $409409.30    | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WPGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6157740 | PA      | $5637303.89   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2362502.15   | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                       | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2087460.70   | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                               | Ralph Lauren Corp                                                                | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015535.14   | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $384922.75    | 0.00%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJQ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    323399 | PA      | $306371.09    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | Nevada Power Co                                                                  | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001397.15   | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912263.10    | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | Leidos, Inc                                                                      | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966807.25    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626811.34    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979800.76   | 0.01%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                  | Santander Drive Auto Receivables Trust                                           | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462660 | PA      | $470212.12    | 0.00%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                        | Trustees of the University of Pennsylvania                                       | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80137.44     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8233592 | PA      | $7785319.77   | 0.04%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $710812.45    | 0.00%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Spire Inc                                                                       | Spire, Inc                                                                       | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498698.25    | 0.00%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $929132.35    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9646348 | PA      | $9607545.32   | 0.04%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3919957.28   | 0.02%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                          | Diageo Investment Corp                                                           | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517918.24    | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $585023.16    | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553267.55    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363833.64    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160267.41    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | Kellanova                                                                        | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977379.53    | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998683.95    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128PVBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       325 | PA      | $324.56       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                           | Antero Resources Corp                                                            | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983361.93    | 0.00%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1236606.92   | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1635495.17   | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371PCG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29980 | PA      | $29670.67     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5378 | PA      | $5415.75      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    410000 | PA      | $304744.93    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011151.88   | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                            | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1322964.87   | 0.01%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | Paychex, Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005042.81   | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7RQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     38089 | PA      | $37814.72     | 0.00%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | Georgia Power Co                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511829.53   | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                          | Mid-America Apartments LP                                                        | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $92428.65     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510947.39    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $984264.68    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      9125 | PA      | $9234.00      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146961.20    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1172042 | PA      | $1091094.98   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007810.00   | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YBSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2330405 | PA      | $2188251.95   | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76000000 | PA      | $55376093.56  | 0.26%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022050.18   | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198500.26    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194484.88    | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2772451.77   | 0.01%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6562463 | PA      | $6626180.56   | 0.03%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371PCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2087 | PA      | $2144.75      | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1146749.64   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9XZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2112596 | PA      | $1963898.80   | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | AstraZeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531609.95   | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                    | Oshkosh Corp                                                                     | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93886.79     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1118258.85   | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1000750.80   | 0.00%             | 2032-06-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    900000 | PA      | $711019.04    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910104.76    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493164.92    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558710.25    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                        | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450705.31    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1314870.84   | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1527788.79   | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                           | Dominion Energy South Carolina, Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $691880.58    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1021445.16   | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EUS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     97864 | PA      | $99122.80     | 0.00%             | 2038-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2620874.16   | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5844000 | PA      | $3946282.20   | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294884.81    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $980534.52    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441582.43    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504540.76    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    975000 | PA      | $1003016.41   | 0.00%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                         | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485993.47   | 0.01%             | 2029-03-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $947458.85    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999176.53    | 0.00%             | 2056-03-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $27341718.75  | 0.13%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728286.80    | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029880.54   | 0.01%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WDT43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    553481 | PA      | $533058.21    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944209.54    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66000000 | PA      | $64744452.96  | 0.30%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay, Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160380.33    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3838000 | PA      | $3889466.81   | 0.02%             | 2029-10-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1281706.08   | 0.01%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $528568.71    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2243030.78   | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | Darden Restaurants, Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748659.66    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3659803 | PA      | $3564498.02   | 0.02%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154805.79    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $493564.72    | 0.00%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1795613.52   | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $997391.32    | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $238560.62    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $469801.88    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36292EQ29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      3505 | PA      | $3475.44      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138Y1YY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    577569 | PA      | $556287.27    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410X4N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9176 | PA      | $9766.65      | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ARFS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      3185 | PA      | $3215.61      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                            | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2094360.00   | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $222816.34    | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489886.14    | 0.00%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6433965 | PA      | $6484876.57   | 0.03%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | Edison International                                                             | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036008.30   | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996521.11    | 0.00%             | 2031-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219991.40    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189015.31    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                          | American Honda Finance Corp                                                      | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $865487.90    | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179Q6Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2060322 | PA      | $1978273.48   | 0.01%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    600000 | PA      | $483321.22    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268016.75    | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4897501 | PA      | $4545889.69   | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180660.58    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C64                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95004BAV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1026032.50   | 0.00%             | 2058-02-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co, Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    950000 | PA      | $941521.06    | 0.00%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1423327.92   | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138AXKK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6525272 | PA      | $6172080.36   | 0.03%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                  | JPMDB Commercial Mortgage Securities Trust                                       | CUSIP: 48129RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1893661 | PA      | $1883167.88   | 0.01%             | 2052-11-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC                                                                          | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982719.61    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1099178.15   | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $885092.60    | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 31300LKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4204 | PA      | $4335.68      | 0.00%             | 2041-01-01      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                    | Illumina, Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    750000 | PA      | $671787.53    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $596816.01    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13694107 | PA      | $13574247.68  | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $922363.25    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1334762.56   | 0.01%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $546822.50    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    666088 | PA      | $640906.66    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAP CORP III                                                           | Blue Owl Capital Corp III                                                        | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970798.16    | 0.00%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937483.68   | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241KWK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       549 | PA      | $570.99       | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                        | Citizens Financial Group, Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    850000 | PA      | $725760.30    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804988.02    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | Roper Technologies, Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1448318.76   | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                        | Johnson Controls International plc                                               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    207000 | PA      | $220105.53    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                           | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    450000 | PA      | $323217.74    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                       | Americold Realty Operating Partnership LP                                        | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475437.60    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $332595.20    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991036.14    | 0.00%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1022896.05   | 0.00%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                           | AvalonBay Communities, Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $319493.99    | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521962.69    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE Vernova, Inc                                                                  | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991111.91    | 0.00%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992899.47    | 0.00%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    425000 | PA      | $243121.43    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                     | Barings Private Credit Corp                                                      | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483891.28    | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7024609.34   | 0.03%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | Royalty Pharma plc                                                               | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1008246.49   | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510082.50    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292K2Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     47083 | PA      | $47643.38     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                     | Mercedes-Benz Auto Receivables Trust                                             | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $914391.73    | 0.00%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | Eaton Corp                                                                       | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231914.44   | 0.01%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371895.36    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJGQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277854 | PA      | $280758.22    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                | City of Hope                                                                     | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $486233.69    | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | Cheniere Energy, Inc                                                             | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197956.94    | 0.00%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1429045.80   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297SQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     10273 | PA      | $10513.29     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $335388.02    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                              | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444185.83    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31385XD95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1351 | PA      | $1388.06      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $366399.80    | 0.00%             | 2054-02-15      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | Tampa Electric Co                                                                | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    575000 | PA      | $410371.66    | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                         | Spectra Energy Partners LP                                                       | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    600000 | PA      | $502595.73    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KN3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   4275000 | PA      | $4235260.16   | 0.02%             | 2031-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| MARKEL GROUP INC                                                                | Markel Group, Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77587.94     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760240.15    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                                   | Sales Tax Securitization Corp                                                    | CUSIP: 79467BCM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    175000 | PA      | $170319.63    | 0.00%             | 2040-01-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4642616.55   | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE Vernova, Inc                                                                  | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961995.51    | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3271132.08   | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | Japan Bank for International Cooperation                                         | CUSIP: YN6446184<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2140000 | PA      | $2133995.27   | 0.01%             | 2028-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | Interstate Power and Light Co                                                    | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463584.05    | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                                                  | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $758375.40    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $998150.00    | 0.00%             | 2057-05-10      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $356182.29    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                         | GlaxoSmithKline Capital, Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    925000 | PA      | $920288.50    | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp                                                               | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747987.83    | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009372.17   | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495730.65   | 0.01%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                        | Memorial Sloan-Kettering Cancer Center                                           | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160462.06    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7090106 | PA      | $7222782.42   | 0.03%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $887516.63    | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                      | State Board of Administration Finance Corp                                       | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2097276.00   | 0.01%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                        | Arch Capital Group Ltd                                                           | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180405.08    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    500000 | PA      | $371677.03    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    950000 | PA      | $825423.04    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $559991.81    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2004683.86   | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2658497.60   | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | Lincoln National Corp                                                            | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    650000 | PA      | $633557.68    | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $468606.63    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998525.73    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                         | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $364599.05    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                        | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $998372.77    | 0.00%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128JN2H7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $166.16       | 0.00%             | 2037-09-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                         | Jefferies Group, Inc                                                             | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $611042.05    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023776.97   | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506956.53    | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                                      | Nissan Auto Receivables Owner Trust                                              | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940000 | PA      | $953430.06    | 0.00%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                         | Columbia Pipeline Group, Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292527.51    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918038.80    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                         | Washington Gas Light Co                                                          | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151568.79    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1272011 | PA      | $1226477.75   | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                        | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2695483.77   | 0.01%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                                        | Delta Air Lines Pass Through Trust                                               | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67735 | PA      | $66909.26     | 0.00%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541UCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $435239.25    | 0.00%             | 2053-12-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3500000 | PA      | $3179143.35   | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    300000 | PA      | $246359.98    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005441.92   | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418V3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10180 | PA      | $10074.38     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                      | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9979844.40   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      8141 | PA      | $8237.49      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493793.78    | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243290.95    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23776105 | PA      | $24262471.15  | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EE88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1630 | PA      | $1652.18      | 0.00%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJUG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    288638 | PA      | $278663.37    | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009822.79   | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $966164.65    | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                 | Concentrix Corp                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496944.80    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1080026.77   | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    650000 | PA      | $596890.79    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | Stryker Corp                                                                     | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165985.68    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3020804.75   | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California                                                              | CUSIP: 13063D7E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1073758.90   | 0.01%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | Chubb INA Holdings, Inc                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126218.24    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                 | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958886.91    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9050983 | PA      | $8153306.78   | 0.04%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                             | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172985.32    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464867.54    | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312936G27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     13182 | PA      | $13329.04     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management, Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504576.07    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J6GJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1409532 | PA      | $1317133.31   | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Basin Electric Power Cooperative                                                | Basin Electric Power Cooperative                                                 | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | MUN               | US        |    300000 | PA      | $291787.01    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2302670.75   | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100738.01    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499319.27    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410G2D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6336 | PA      | $6824.35      | 0.00%             | 2038-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                               | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477447.19    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | Northern Trust Corp                                                              | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484078.56    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $353187.10    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC                                             | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1475379.99   | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $169677.37    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1044803.48   | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1874957 | PA      | $1675919.47   | 0.01%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                           | Georgetown University                                                            | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | MUN               | US        |    200000 | PA      | $184113.53    | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Netflix Inc                                                                     | Netflix, Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484222.48    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                                   | Blackstone Reg Finance Co LLC                                                    | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965110.44    | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7847318 | PA      | $8112847.47   | 0.04%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | Wisconsin Electric Power Co                                                      | CUSIP: 976656CW6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318486.40    | 0.00%             | 2056-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419GBH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340024 | PA      | $328402.02    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022775.87   | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3353966 | PA      | $2657009.58   | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025481.39   | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services, Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509847.74    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HP INC                                                                          | HP, Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475464.77    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4472718.25   | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993347.80   | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                               | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607527.95    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040626.33   | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489885.74   | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | Black Hills Corp                                                                 | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1051341.59   | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC                                                             | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978434.10    | 0.00%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot, Inc                                                                  | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2694366.20   | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593680.37    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                               | ONEOK Partners LP                                                                | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272308.60    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128CUQ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |         1 | PA      | $0.99         | 0.00%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445785.71    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66                                                                      | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2063165.07   | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1833696.00   | 0.01%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                        | Interstate Power and Light Co                                                    | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105500.72    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                   | Empire State Development Corp                                                    | CUSIP: 650036JX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    810000 | PA      | $791294.75    | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003281.35   | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8978968.26   | 0.04%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ArcelorMittal S.A.                                                               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1017266.63   | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891490.33    | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517460.50    | 0.00%             | 2053-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                          | Coca-Cola Femsa SAB de C.V.                                                      | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    678000 | PA      | $635823.18    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                    | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1477197.87   | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79000000 | PA      | $78395156.25  | 0.37%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                 | AmeriCredit Automobile Receivables Trust                                         | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497592 | PA      | $500290.02    | 0.00%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                         | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $606605.12    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12464057 | PA      | $12556127.70  | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                             | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    692000 | PA      | $728959.72    | 0.00%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068927.19   | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                          | Mid-America Apartments LP                                                        | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163918.51    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $535933.83    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009001.72   | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | Constellation Energy Generation LLC                                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1067121.16   | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992426.71    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4293 | PA      | $4339.52      | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $982427.73    | 0.00%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012963.04   | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5523491 | PA      | $5156601.40   | 0.02%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11963123 | PA      | $10166223.92  | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                        | Safehold GL Holdings LLC                                                         | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452861.97    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7E28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     84626 | PA      | $85632.34     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507562.43    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI Properties LP                                                               | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893404.10    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31368HNG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180695 | PA      | $189544.92    | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                                | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305665.90    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1733104.98   | 0.01%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1026879.19   | 0.00%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                                   | CUSIP: 61691QAE8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1494988.35   | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123392.19    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620C05B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     23208 | PA      | $22848.78     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                           | Dominion Energy South Carolina, Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    925000 | PA      | $817241.90    | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502447.66   | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | Tapestry, Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160272.83    | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                      | 3M Co                                                                            | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    875000 | PA      | $585276.96    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | Danaher Corp                                                                     | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $239045.17    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62300000 | PA      | $56374199.06  | 0.26%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $803418.90    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                              | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016562.90   | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                                          | American Airlines Pass Through Trust                                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105243 | PA      | $103977.22    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945028.26   | 0.01%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC                                             | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2725153.94   | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV                                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $995169.60    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co                                                                | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514077.00    | 0.00%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4482 | PA      | $4514.74      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP, Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506202.48    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    350000 | PA      | $281073.89    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp                                                                     | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1220197.70   | 0.01%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378599.25    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $488621.43    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013974.88   | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008154.54   | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                         | Prudential Funding Asia plc                                                      | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $944740.49    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                             | Rockwell Automation, Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $130502.11    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020891.00   | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008083.51   | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8337195 | PA      | $7700367.99   | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7752641 | PA      | $6674287.15   | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162201.93    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXZ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2726551.50   | 0.01%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                           | University of Chicago                                                            | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | MUN               | US        |    300000 | PA      | $234818.07    | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2986079.85   | 0.01%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 163000000 | PA      | $163674921.06 | 0.77%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | Phillips 66                                                                      | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    825000 | PA      | $531569.56    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $315065.16    | 0.00%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CubeSmart LP                                                                     | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235709.64    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1910465.15   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $4065521.68   | 0.02%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $361811.37    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942802.66    | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9Z61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    838985 | PA      | $782525.06    | 0.00%             | 2030-08-25      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | Global Payments, Inc                                                             | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975972.18    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                               | Benchmark Mortgage Trust                                                         | CUSIP: 081935AV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501539.70    | 0.00%             | 2068-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | Georgia Power Co                                                                 | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    950000 | PA      | $961813.01    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028477.82   | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                        | Japan Bank for International Cooperation                                         | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1200000 | PA      | $1211248.31   | 0.01%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993821.86    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    500756 | PA      | $481490.87    | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                        | LKQ Corp                                                                         | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763317.82    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | Lennar Corp                                                                      | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1902914.16   | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    625000 | PA      | $555015.66    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                          | Aptiv plc                                                                        | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    500000 | PA      | $372275.38    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3607502 | PA      | $2791322.70   | 0.01%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1482411.20   | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028266.39   | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960740.50    | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                       | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989079.08    | 0.00%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH LE                                                  | New Jersey Economic Development Authority                                        | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    702000 | PA      | $736408.18    | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1196334.51   | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1602748.50   | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                         | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3660000 | PA      | $3571708.21   | 0.02%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | Takeoff Merger Sub, Inc                                                          | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481242.07   | 0.01%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                          | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490716.30    | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978618.96   | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $863037.11    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10570534 | PA      | $9538359.33   | 0.04%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470538.45    | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X4XG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2678622 | PA      | $2622392.73   | 0.01%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56000000 | PA      | $56363125.28  | 0.26%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc                                                              | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003154.23   | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ASR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395804 | PA      | $382272.75    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985638.95    | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H13Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $878679.50    | 0.00%             | 2031-05-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10030859.40  | 0.05%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MMX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     39939 | PA      | $39489.40     | 0.00%             | 2027-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2720741.82   | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    900000 | PA      | $695924.21    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      7221 | PA      | $7412.08      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC                                                           | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    900000 | PA      | $918483.07    | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                        | California Endowment                                                             | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $588155.80    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | Amcor Flexibles North America, Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009357.94   | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984922.66    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104361 | PA      | $105340.36    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                                | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80851.50     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHUX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2925000 | PA      | $2929472.03   | 0.01%             | 2029-11-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138AKGR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185006 | PA      | $183092.38    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange, Inc                                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985876.00    | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                       | Keysight Technologies, Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989537.94    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78019.31     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13300000 | PA      | $9721988.25   | 0.05%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039886.48   | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                           | Evergy Kansas Central, Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    425000 | PA      | $296276.02    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98974.32     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988067.17    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                             | Moody's Corp                                                                     | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485440.78    | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1229114.82   | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $781322.18    | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010490.26   | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barings BDC Inc                                                                 | Barings BDC, Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488539.00    | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3314487.51   | 0.02%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | Sixth Street Lending Partners                                                    | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709648.61    | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496063.52    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488383.66   | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $927968.67    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $8491406.28   | 0.04%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3032691.38   | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001283.41   | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                        | LKQ Corp                                                                         | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772653.39    | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997981.76   | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                           | Oglethorpe Power Corp                                                            | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445554.09    | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1319603.56   | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $914706.10    | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2936132.82   | 0.01%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                              | Baptist Healthcare System Obligated Group                                        | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $714709.60    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CubeSmart LP                                                                     | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $613366.68    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2025-A                                                      | CNH Equipment Trust                                                              | CUSIP: 12674BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $917222.40    | 0.00%             | 2032-09-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | Morgan Stanley Bank of America Merrill Lynch Trust                               | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1032676.00   | 0.00%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989895.68    | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | Honeywell International, Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72162.53     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    550000 | PA      | $447543.16    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $970807.98    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EAL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     15104 | PA      | $15626.12     | 0.00%             | 2034-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $331889.60    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6580231 | PA      | $6378614.54   | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | Sutter Health                                                                    | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911078.04    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | Diageo Capital plc                                                               | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $317711.28    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1349290.43   | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478840.99    | 0.00%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP                                                        | Citizens Financial Group, Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498884.98    | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $338171.80    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31294MFF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        39 | PA      | $38.47        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $685382.70    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487766.74    | 0.00%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149922.61    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1008 | PA      | $1033.36      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4966433 | PA      | $5168553.94   | 0.02%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                        | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900017.93    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512987.52    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYZL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    749000 | PA      | $709413.55    | 0.00%             | 2028-04-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp                                                                    | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $303217.81    | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                  | Clorox Co                                                                        | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749022.03    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                          | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159202.48    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | Starbucks Corp                                                                   | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502477.87    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416BTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650784 | PA      | $654831.88    | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1404725.28   | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                          | Mid-America Apartments LP                                                        | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217923.26    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417KLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2094 | PA      | $2115.98      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31376J7L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18871 | PA      | $19244.58     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $449271.86    | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85508.41     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                  | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $657943.96    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1344672.92   | 0.01%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                       | Spire, Inc                                                                       | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988138.47    | 0.00%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH America Finance, Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985473.43    | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410KMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162428 | PA      | $170653.10    | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451099.81    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                  | European Bank for Reconstruction & Development                                   | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1998787.08   | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104898.33    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                        | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $640484.11    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                   | Cantor Commercial Real Estate Lending                                            | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5023989 | PA      | $4959795.57   | 0.02%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSIONS                                                  | Texas Transportation Commission State Highway Fund                               | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1190000 | PA      | $1211016.47   | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1594351.43   | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $431356.84    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503571.64    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413SBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2133 | PA      | $2239.40      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                    | Summa Health                                                                     | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1100220.57   | 0.01%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451831.82    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte Ltd                                           | PepsiCo Singapore Financing I Pte Ltd                                            | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   2000000 | PA      | $1989347.78   | 0.01%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1177882 | PA      | $1223698.40   | 0.01%             | 2054-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754073.17    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | Uber Technologies, Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970354.20    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    164000 | PA      | $151829.06    | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    108783 | PA      | $109873.07    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                     | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $477964.76    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965500.57    | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1019871.09   | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                   | National Health Investors, Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982640.70    | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | Canadian National Railway Co                                                     | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $531499.45    | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515261.17    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $922445.28    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YKT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7826128 | PA      | $8024140.25   | 0.04%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | Phillips 66 Co                                                                   | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    675000 | PA      | $667749.47    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                 | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190938.79   | 0.01%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101117.85    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011724.66   | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | Haleon US Capital LLC                                                            | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $766264.13    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE, Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $233397.90    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312933AP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     52384 | PA      | $50873.08     | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                    | Autodesk, Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702290.37    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36297JX82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5260 | PA      | $5369.43      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                     | Equifax, Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93623.69     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410DU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2965 | PA      | $3031.03      | 0.00%             | 2036-07-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158419.54   | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                              | Republic of Poland Government International Bond                                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    850000 | PA      | $892909.30    | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank                                                           | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1010079.00   | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2025-A                         | World Omni Automobile Lease Securitization Trust                                 | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002992.10   | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  15344385 | PA      | $15459767.67  | 0.07%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | Target Corp                                                                      | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501980.67    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AvalonBay Communities Inc                                                       | AvalonBay Communities, Inc                                                       | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494573.33    | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419FWM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31528 | PA      | $31287.71     | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035034.47   | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429022.13    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC Enterprises 18 Corp                                                         | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68252.64     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | Dow Chemical Co                                                                  | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429956.95    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                               | Brown-Forman Corp                                                                | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168218.95    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6654502 | PA      | $5795097.38   | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1066979.61   | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986639.33    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Ameren Corp                                                                     | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507886.44    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                           | BlackRock Funding, Inc                                                           | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930194.34    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36202S7F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4800 | PA      | $4991.37      | 0.00%             | 2037-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1020637.59   | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | United States Treasury Bill                                                      | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7500000 | PA      | $7490168.78   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1859532.27   | 0.01%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1024860.91   | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5124325.95   | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                     | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $211303.83    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                        | Brighthouse Financial, Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995032.49    | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048283.29   | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965332.02   | 0.01%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                              | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1021318.67   | 0.00%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539255.60   | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                               | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124650.84    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HSR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1589 | PA      | $1641.58      | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78151.44     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                              | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2444646.00   | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CTA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1457763 | PA      | $1427768.59   | 0.01%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    631000 | PA      | $464324.00    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1013016.29   | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002130.47   | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2294329 | PA      | $2323472.84   | 0.01%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EKX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4310 | PA      | $4518.32      | 0.00%             | 2036-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1309467.71   | 0.01%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252843.90    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HFF59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2531818.75   | 0.01%             | 2029-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    172000 | PA      | $101553.73    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co Gas Capital Corp                                                     | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    275000 | PA      | $230503.90    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRIVATE EXPORT FUNDING                                                          | Private Export Funding Corp                                                      | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2835950.79   | 0.01%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FFT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      7982 | PA      | $7915.25      | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                           | Blue Owl Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929589.01    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                            | Booking Holdings, Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888354.93    | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4401033.25   | 0.02%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974605.39    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1504949.24   | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                        | University of Southern California                                                | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | MUN               | US        |    500000 | PA      | $313481.11    | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    300000 | PA      | $255000.55    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                            | Jacobs Solutions, Inc                                                            | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493001.27    | 0.00%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                             | DBGS Mortgage Trust                                                              | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5790000 | PA      | $5750516.25   | 0.03%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280139.43    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GTGV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    358497 | PA      | $339807.65    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | Target Corp                                                                      | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993980.53    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985860.41    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | Essential Properties LP                                                          | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983002.46    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163HAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1291580.70   | 0.01%             | 2054-07-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                            | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935742.02    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83000000 | PA      | $74349843.75  | 0.35%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $451479.05    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3778305.19   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $533449.63    | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial, Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982278.64    | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017528.58   | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                         | Cedars-Sinai Health System                                                       | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893561.98    | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $874243.79    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    289595 | PA      | $287032.39    | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Totalenergies Capital USA LLC                                                   | Totalenergies Capital USA LLC                                                    | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984622.00    | 0.00%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X0ZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107744 | PA      | $106026.50    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3864088 | PA      | $3193943.53   | 0.01%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27549 | PA      | $27358.72     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | ConocoPhillips Co                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513298.10   | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412UY61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5420 | PA      | $5363.83      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FE37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23630680 | PA      | $23749886.78  | 0.11%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                             | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: D4S46MLM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2002891.84   | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $726475.10    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416TPB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18634 | PA      | $18441.54     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $1634852.46   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $409137.09    | 0.00%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912836.89    | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | ConAgra Brands, Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1576562.26   | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MSW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    760787 | PA      | $697563.20    | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                         | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $1446545.16   | 0.01%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    800000 | PA      | $642731.93    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2627364 | PA      | $2678974.80   | 0.01%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | Ferguson Enterprises, Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983160.33    | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2823122 | PA      | $2893416.09   | 0.01%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC                                                           | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779528.34    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    500000 | PA      | $366608.89    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                | Black Hills Corp                                                                 | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155934.39    | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1006879.00   | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                                       | Aptiv plc                                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $308450.63    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| RICE UNIVERSITY                                                                 | William Marsh Rice University                                                    | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | MUN               | US        |    200000 | PA      | $150072.24    | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  18819577 | PA      | $18662072.07  | 0.09%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2523723.50   | 0.01%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9225733 | PA      | $8198387.95   | 0.04%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    725000 | PA      | $740915.29    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022929.36   | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011797.25   | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health, Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86214.38     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    675000 | PA      | $687385.15    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $959266.20    | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | Amrize Finance US LLC                                                            | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758201.40    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1230221.51   | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1133704.58   | 0.01%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2454699.96   | 0.01%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696521.23    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | Diageo Capital plc                                                               | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211586.60    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965101.56    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3128725.45   | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    725000 | PA      | $529823.04    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                        | AXIS Specialty Finance plc                                                       | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198639.01    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FMM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3419480 | PA      | $3592963.73   | 0.02%             | 2055-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TEY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2867950 | PA      | $2588580.52   | 0.01%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1030546.19   | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3Harris Technologies, Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478578.16    | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   9325000 | PA      | $9596438.53   | 0.04%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011945.72   | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $924999.82    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2758751.79   | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $983448.47    | 0.00%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V13 Mortgage Trust                                               | Benchmark Mortgage Trust                                                         | CUSIP: 08164AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    835000 | PA      | $848925.63    | 0.00%             | 2058-02-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    500000 | PA      | $301082.36    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    425000 | PA      | $452430.40    | 0.00%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1001063.29   | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                                                                    | Chevron Corp                                                                     | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $336798.11    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $376803.68    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | Cummins, Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885836.07    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                          | Valmont Industries, Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180293.16    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1093021.13   | 0.01%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4484977 | PA      | $4436056.16   | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1935223 | PA      | $1819427.78   | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7760572 | PA      | $6594907.23   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1374638.85   | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139536.30    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889609.25    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10457369 | PA      | $8864203.81   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963159.71    | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110221 | PA      | $108118.56    | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985541.29    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2061867.48   | 0.01%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572416.70    | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1512123.17   | 0.01%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | Analog Devices, Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $215080.13    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1308654.09   | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond                                           | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2520000 | PA      | $2426130.00   | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414NHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43907 | PA      | $43453.56     | 0.00%             | 2039-02-01      | 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        |    500000 | PA      | $503747.09    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $680934.63    | 0.00%             | 2047-02-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP, Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $780322.00    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1009394.67   | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X9L86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8263842 | PA      | $7884695.15   | 0.04%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5961357 | PA      | $6010857.39   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2289749.84   | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc                                                                     | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981726.35    | 0.00%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | Aon North America, Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531851.29   | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523442.07    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480118.62    | 0.00%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH America Finance, Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018235.79   | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $426110.36    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | J M Smucker Co                                                                   | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1298923.61   | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| PayPal Holdings Inc                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912004.67    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp                                                            | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880850.01    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                       | Timken Co                                                                        | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943152.77    | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group, Inc                                                | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3866695.00   | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1048050.77   | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3129366C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      6080 | PA      | $5899.58      | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2602367.76   | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                        | Trustees of the University of Pennsylvania                                       | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $289987.43    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403ERC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96505 | PA      | $97013.73     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                        | Hackensack Meridian Health, Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168612.21    | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | DR Horton, Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014725.65   | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466529.94    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | Icon Investments Six Dac                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $509807.68    | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $75099023.25  | 0.35%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1014216.53   | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                         | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1410970.11   | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A                                                  | California Health Facilities Financing Authority                                 | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    100000 | PA      | $93735.61     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875251.74    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group plc                                                                | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1490970.87   | 0.01%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1879581.35   | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                        | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1029588.16   | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3541596 | PA      | $3534931.79   | 0.02%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979677.54    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AQM34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     32792 | PA      | $33198.48     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6703910 | PA      | $6028469.77   | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969875.18    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    577000 | PA      | $594117.40    | 0.00%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3886320 | PA      | $3598574.68   | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158728.69    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | Mosaic Co                                                                        | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992499.13    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $553168.51    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402DDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3957 | PA      | $4029.20      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | Berry Global, Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511362.44    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                             | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $1726500.00   | 0.01%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | Ares Strategic Income Fund                                                       | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490054.20    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2001492.80   | 0.01%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                        | First American Financial Corp                                                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    750000 | PA      | $715251.11    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc                                                      | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001960.34   | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911409.92    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                        | Fortune Brands Innovations, Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388829.99    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2798868.12   | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990498.89    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                  | DBJPMortgage Trust                                                               | CUSIP: 23312LAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992475.00    | 0.00%             | 2049-05-10      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                          | Church & Dwight Co, Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492975.59    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                     | Baxalta, Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    149000 | PA      | $138689.86    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $636024.93    | 0.00%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     90030 | PA      | $89006.72     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1604652.54   | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972382.91    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371LEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5604 | PA      | $5663.21      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                              | PPG Industries, Inc                                                              | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463008.63    | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $457338.63    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | Puget Sound Energy, Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254808.36    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279376.48   | 0.01%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211285.13    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust                                     | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512437.45    | 0.00%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | Royalty Pharma plc                                                               | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $674826.04    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344211.34    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | Camden Property Trust                                                            | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    325000 | PA      | $311697.09    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    225000 | PA      | $166706.83    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426551.29   | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP Texas, Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143303.00    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898730.94    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                   | Santander Drive Auto Receivables Trust                                           | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1715000 | PA      | $1720680.42   | 0.01%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                         | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    467000 | PA      | $281490.96    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1461039.86   | 0.01%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                              | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2451317.80   | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $967214.17    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1000000 | PA      | $965560.38    | 0.00%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460101.77    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196539.64    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969125.17    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6179800 | PA      | $6099861.27   | 0.03%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $755080.01    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040545.39   | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7191812 | PA      | $6599218.60   | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403CWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28279 | PA      | $27987.32     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2063381.54   | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HKXJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $503229.30    | 0.00%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312935DE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     96748 | PA      | $93806.09     | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co                                                              | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004045.96   | 0.01%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                  | JPMCC Commercial Mortgage Securities Trust                                       | CUSIP: 48128KAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492092 | PA      | $486570.42    | 0.00%             | 2050-07-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1228447.44   | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7QN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     28293 | PA      | $28134.20     | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7JV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       571 | PA      | $577.48       | 0.00%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2360324.26   | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EKAW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77478 | PA      | $76810.77     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | Reinsurance Group of America, Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497774.20    | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $523652.57    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1848392.28   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $962074.50    | 0.00%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220015.67    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria S.A.                                             | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $988353.88    | 0.00%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236667.84    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355114.34    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176745.61    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1343819.31   | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481317.77   | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296UZ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2874 | PA      | $2933.55      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | Mosaic Co                                                                        | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556624.63    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008979.56   | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/PHIL                                                        | Children's Hospital of Philadelphia                                              | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $614667.53    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8354749 | PA      | $7445247.49   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | Smurfit Westrock Financing DAC                                                   | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $504013.76    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $982200.24    | 0.00%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5349660 | PA      | $5464848.73   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402DJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4469 | PA      | $4609.25      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383444.16    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417VP80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5295 | PA      | $5503.71      | 0.00%             | 2040-01-01      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                          | NBCUniversal Media LLC                                                           | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    870000 | PA      | $722377.69    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                     | Cooperatieve Rabobank UA                                                         | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1510788.77   | 0.01%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1615395.60   | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9258046.88   | 0.04%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1038873.98   | 0.00%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1011257.96   | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508914.70    | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                       | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1375000 | PA      | $1406622.79   | 0.01%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies, Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020440.80   | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      5103 | PA      | $5226.98      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-2 Owner Trust                                       | Honda Auto Receivables Owner Trust                                               | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795000 | PA      | $806346.16    | 0.00%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | Trinity Health Corp                                                              | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245950.96    | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                        | Agilent Technologies, Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492337.15    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | Vulcan Materials Co                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609560.82    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    325000 | PA      | $259141.58    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2744462.32   | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                | ArcelorMittal S.A.                                                               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $515256.31    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $255869.26    | 0.00%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP                                                                   | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $490118.90    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3129413N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4743 | PA      | $4699.78      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5294400 | PA      | $4859208.94   | 0.02%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1025862.20   | 0.00%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | Entergy Texas, Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009057.64   | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH6C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1725000 | PA      | $1756381.89   | 0.01%             | 2029-09-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGC93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219765 | PA      | $1143143.40   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                         | Japan Bank for International Cooperation                                         | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   2000000 | PA      | $1897175.68   | 0.01%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M73K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      5621 | PA      | $5783.78      | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36950000 | PA      | $35242505.77  | 0.16%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                             | Citibank Credit Card Issuance Trust                                              | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3030378.00   | 0.01%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FLQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9700946 | PA      | $9572964.53   | 0.04%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947953.53    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services, Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98713.61     | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416M3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93660 | PA      | $90804.16     | 0.00%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068312.05   | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14791406.25  | 0.07%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                          | West Virginia United Health System Obligated Group                               | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $125705.20    | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161052.27    | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292081.94    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    850000 | PA      | $878279.03    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991306.16    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                | Alabama Power Co                                                                 | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246895.04    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2937036.27   | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                        | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $172063.69    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172548.47    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3094767.51   | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $959099.88    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                        | State of Texas                                                                   | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     46865 | PA      | $48055.55     | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1365757.76   | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                         | Japan International Cooperation Agency                                           | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $998063.05    | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                        | National Australia Bank Ltd                                                      | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1522940.18   | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                       | Export Development Canada                                                        | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $3020849.58   | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | General Mills, Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    951000 | PA      | $583761.02    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13982467 | PA      | $14098570.45  | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $954884.27    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                           | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032521.20   | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                  | CarMax Auto Owner Trust                                                          | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021875.10   | 0.00%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972934.38    | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $541202.55    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 127500000 | PA      | $82127929.05  | 0.38%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144579.86    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                        | World Omni Auto Receivables Trust                                                | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004207.10   | 0.00%             | 2030-05-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1147591.40   | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197666.68    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4394 | PA      | $4364.37      | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $248035.62    | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WBBZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494162 | PA      | $486966.42    | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1557559.16   | 0.01%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2854319.85   | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $611590.19    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1792046 | PA      | $1781950.03   | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                        | Archer-Daniels-Midland Co                                                        | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456147.49    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4972921 | PA      | $4551958.34   | 0.02%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                  | CarMax Auto Owner Trust                                                          | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $767371.88    | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                            | Advocate Health & Hospitals Corp                                                 | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $324450.35    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3855461 | PA      | $3392625.81   | 0.02%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7NR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     30140 | PA      | $30497.64     | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419GYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18783 | PA      | $18642.85     | 0.00%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3648858 | PA      | $3548533.59   | 0.02%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp                                                               | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480907.30    | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1083810.55   | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHRISTUS HEALTH                                                                 | Christus Health                                                                  | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199341.47    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2370871.46   | 0.01%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5040485.80   | 0.02%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $964062.50    | 0.00%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Honda Auto Receivables 2025-1 Owner Trust                                       | Honda Auto Receivables Owner Trust                                               | CUSIP: 43814VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008598.80   | 0.00%             | 2031-05-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111464.70    | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1780460.72   | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    850000 | PA      | $844180.47    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                      | Pinnacle West Capital Corp                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507352.25    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6643812 | PA      | $6154480.77   | 0.03%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1804744.04   | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                                              | STORE Capital Corp                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449772.13    | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST UNIV                                                            | Pennsylvania State University                                                    | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    500000 | PA      | $382535.95    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965030.72   | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America, Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3061628.73   | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416YLN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68557 | PA      | $67847.92     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5302623 | PA      | $5014058.01   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | Westlake Corp                                                                    | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492660.10    | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $459270.93    | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163EBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702000 | PA      | $583390.57    | 0.00%             | 2054-06-15      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | Federal Realty OP LP                                                             | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49269.30     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp                                                                 | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001409.99   | 0.00%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999340.00    | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | Nevada Power Co                                                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999609.04    | 0.00%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $499075.18    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193609.54    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | Reinsurance Group of America, Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507909.67    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7184381 | PA      | $6594616.86   | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412PYW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33678 | PA      | $33329.62     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                             | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1369826.48   | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | Stryker Corp                                                                     | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169245.65    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $879912.26    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                        | Enbridge Energy Partners LP                                                      | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292644.09    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90962.26     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     59839 | PA      | $59321.03     | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1593020.05   | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| OHIO POWER COMPANY                                                              | Ohio Power Co                                                                    | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $299050.24    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9926180 | PA      | $10011633.80  | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                              | United Airlines 2024- Class AA Pass Through Trust                                | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    587341 | PA      | $598470.32    | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1615272.71   | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $11220624.96  | 0.05%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1286367.96   | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                          | Sempra                                                                           | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    825000 | PA      | $696405.06    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | National Bank of Canada                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2001127.84   | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $984012.76    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                         | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $719147.21    | 0.00%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | Sutter Health                                                                    | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197188.61    | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $970165.02    | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                                                  | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    830000 | PA      | $800792.05    | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $771224.25    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $715067.13    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018205.92   | 0.01%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418VYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16149 | PA      | $16321.04     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                  | Inter-American Investment Corp                                                   | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |    750000 | PA      | $764785.82    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                  | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503003.27    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca plc                                                                  | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $329119.36    | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  21119817 | PA      | $18180950.32  | 0.09%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                        | First American Financial Corp                                                    | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344199.20    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co, Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529926.00    | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                  | Aon Global Ltd                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $474342.76    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1887869 | PA      | $1955824.50   | 0.01%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $17532968.64  | 0.08%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                | Benchmark Mortgage Trust                                                         | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $518843.50    | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    300000 | PA      | $277107.61    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469459.28    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST GEN FUND ANNUAL A                                                  | State of Wisconsin                                                               | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    200000 | PA      | $189212.28    | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283753 | PA      | $289470.96    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                                  | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $476956.73    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027890.61   | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $687653.04    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                        | Baylor Scott & White Holdings                                                    | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159637.82    | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                                | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049452.98   | 0.01%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383636.73    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REVENUE                                                      | California State University                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $491699.25    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472697.12    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80500000 | PA      | $81160351.16  | 0.38%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $364843.19    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989343.41    | 0.00%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | Bank of Montreal                                                                 | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $984586.94    | 0.00%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705805.90    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1342063.25   | 0.01%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $954472.28    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | Chubb INA Holdings LLC                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1476918.69   | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1382179.80   | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W4UK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299163 | PA      | $295025.44    | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15786784 | PA      | $14533397.63  | 0.07%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | Steel Dynamics, Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252282.02    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1906802 | PA      | $1720038.36   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | Royalty Pharma plc                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $337755.81    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria S.A.                                             | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1130913.32   | 0.01%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $349231.59    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1245046.64   | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO Corp                                                                       | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969855.41    | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3923698.92   | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477300.50   | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                        | PVH Corp                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007428.96   | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1030238.09   | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4909160 | PA      | $4408913.08   | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49482422.00  | 0.23%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972683.22    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11251310 | PA      | $11156294.29  | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                           | Hyundai Auto Receivables Trust                                                   | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $484002.11    | 0.00%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145705.11    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | Equitable Holdings, Inc                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513786.50   | 0.01%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | Lazard Group LLC                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323521.95    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501917.59    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195601.46    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                              | Cornell University                                                               | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1486629.75   | 0.01%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3074341 | PA      | $3007102.98   | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class A Pass Through Trust                             | American Airlines 2025-1 Class A Pass Through Trust                              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1459501.95   | 0.01%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    834000 | PA      | $858975.74    | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares, Inc                                                       | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    225000 | PA      | $229164.30    | 0.00%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5121740.65   | 0.02%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488285.96    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                       | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982292.04    | 0.00%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4C96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        47 | PA      | $47.38        | 0.00%             | 2036-07-01      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | Lam Research Corp                                                                | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $732305.44    | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | Agree LP                                                                         | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424588.58    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FAW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12289833 | PA      | $12357459.08  | 0.06%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507523.22    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $143880.46    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-3 Owner Trust                                       | Honda Auto Receivables Owner Trust                                               | CUSIP: 43813QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499119.35    | 0.00%             | 2031-11-21      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                        | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92545.90     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    750000 | PA      | $694880.74    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179M2P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1141026 | PA      | $1045492.72   | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                             | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $549370.45    | 0.00%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177020.59    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104867.12    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1229809.08   | 0.01%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST                                                   | Los Angeles Community College District                                           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    240000 | PA      | $267524.11    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                       | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2669441.16   | 0.01%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177805.10    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                        | Broadstone Net Lease LLC                                                         | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491807.34    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International, Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    850000 | PA      | $792065.31    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5384 | PA      | $5553.60      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJH37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3534 | PA      | $3656.96      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1048173 | PA      | $1031343.84   | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4141477.08   | 0.02%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                        | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2982521.97   | 0.01%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1571984 | PA      | $1586631.49   | 0.01%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                        | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    225000 | PA      | $190434.16    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297978.78    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $215284.40    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247206.39    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29165625.00  | 0.14%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | San Diego Gas & Electric Co                                                      | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997201.55    | 0.00%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519663.77   | 0.01%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                              | Steel Dynamics, Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $326395.32    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22400000 | PA      | $23706374.94  | 0.11%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1124597.29   | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986102.08   | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498666.54    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc                                                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $428648.39    | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                      | Dover Corp                                                                       | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94755.95     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                             | CUSIP: 98299CB89<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1500000 | PA      | $1446000.00   | 0.01%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2350000 | PA      | $2113486.91   | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174092.40    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1819414 | PA      | $1669497.21   | 0.01%             | 2053-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755273.64    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                         | Spectra Energy Partners LP                                                       | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198829.60    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | Nucor Corp                                                                       | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460121.86    | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1729850.49   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                              | nVent Finance Sarl                                                               | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $444382.80    | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                               | TSMC Arizona Corp                                                                | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $752915.00    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226260.44    | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36210B3Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     75745 | PA      | $74791.47     | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4688908 | PA      | $4856288.02   | 0.02%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | Capital One MExecution Trust                                                     | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2996526.30   | 0.01%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                          | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    525000 | PA      | $338175.40    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                               | Korea International Bond                                                         | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $421597.37    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $938024.42    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $397581.71    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9179764 | PA      | $8169074.19   | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1573068.57   | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $375746.52    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $646736.24    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34561132.90  | 0.16%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $46914062.50  | 0.22%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $994051.54    | 0.00%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ENM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3119171 | PA      | $3224714.05   | 0.02%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9146971 | PA      | $8196473.61   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORT OF MORROW OR TRANSMISSION                                                  | Port of Morrow OR                                                                | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $764441.10    | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                           | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $514200.46    | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    800000 | PA      | $761345.89    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439740.05    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192729.04    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $789431.27    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138AJG22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241637 | PA      | $241209.20    | 0.00%             | 2031-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                    | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491478.13    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87000000 | PA      | $85538671.44  | 0.40%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490236.26    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                        | Nationwide Children's Hospital, Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $854548.72    | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7HU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     32732 | PA      | $34347.75     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253627.92    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    875000 | PA      | $771505.68    | 0.00%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   3500000 | PA      | $3251761.66   | 0.02%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                      | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017681.87   | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                          | PPL Electric Utilities Corp                                                      | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    275000 | PA      | $224108.41    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J73Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3605930 | PA      | $3274400.08   | 0.02%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                             | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    225000 | PA      | $175254.30    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36225FLV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     44568 | PA      | $45239.71     | 0.00%             | 2042-02-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $471427.07    | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | President and Fellows of Harvard College                                         | CUSIP: 740816AT0<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |    750000 | PA      | $775615.53    | 0.00%             | 2036-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| First Industrial LP                                                             | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504838.39    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | Consumers Energy Co                                                              | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302084.21    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1598331.89   | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1539414.24   | 0.01%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                      | Toyota Auto Receivables Owner Trust                                              | CUSIP: 89240JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $920737.36    | 0.00%             | 2030-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1801098.90   | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                           | Bank5                                                                            | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $517738.30    | 0.00%             | 2058-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979627.54    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $48378906.00  | 0.23%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472335.32   | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | Tampa Electric Co                                                                | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    925000 | PA      | $639918.33    | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $217438.27    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312940V63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1309 | PA      | $1296.97      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217541.75    | 0.00%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $457744.85    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235461.43    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417KSW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238588 | PA      | $241126.54    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                   | Primerica, Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447127.20    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023601.18   | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | Arizona Public Service Co                                                        | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491962.49    | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36178D7J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    189145 | PA      | $172724.58    | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4075390 | PA      | $4282124.13   | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3080668.47   | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co                                                              | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005691.58   | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1088537.22   | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198461.62   | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371K6B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10354 | PA      | $10455.59     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1058779.48   | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108183.67    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1980459.23   | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JAUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7766246 | PA      | $7322076.34   | 0.03%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1932667.56   | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                            | Public Storage                                                                   | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943065.94    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10475028 | PA      | $9643884.00   | 0.05%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2332534.10   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7JH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      6982 | PA      | $7023.86      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412Q2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11837 | PA      | $11963.30     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1541020.04   | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36225BLB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |        86 | PA      | $89.69        | 0.00%             | 2030-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $669891.84    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $414922.35    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    750000 | PA      | $733875.92    | 0.00%             | 2026-12-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                   | J M Smucker Co                                                                   | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275710.23    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEKB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1564199 | PA      | $1420315.80   | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414KL57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6176 | PA      | $6353.80      | 0.00%             | 2038-03-01      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063D3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1004278.80   | 0.00%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1172244.74   | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                             | American University                                                              | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | MUN               | US        |    750000 | PA      | $556053.35    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | State of California                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1485000 | PA      | $1764483.68   | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1237829.66   | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lineage OP LP                                                                   | Lineage OP LP                                                                    | CUSIP: 53567YAB5<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997711.14    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                        | Export-Import Bank of Korea                                                      | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1002628.71   | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496430.22    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138Y63C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3223 | PA      | $3212.80      | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1718972 | PA      | $1589304.85   | 0.01%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                        | PeaceHealth Obligated Group                                                      | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $492181.16    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                      | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002049.65   | 0.00%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | Kilroy Realty LP                                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    750000 | PA      | $683870.21    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | Kenvue, Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1130262.33   | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312933WQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     11673 | PA      | $11567.13     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | Eastman Chemical Co                                                              | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131276.92    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    150134 | PA      | $148767.51    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                          | Hartford Financial Services Group, Inc                                           | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710187.45    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                     | Southern Co                                                                      | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $658489.34    | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32500000 | PA      | $20260449.30  | 0.09%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | Cooperatieve Rabobank UA                                                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $532810.75    | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                      | Hasbro, Inc                                                                      | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493760.29    | 0.00%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8956411 | PA      | $9025601.45   | 0.04%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200166.85    | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp                                                               | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258181.11    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11716762 | PA      | $10408858.77  | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $788822.25    | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95001XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3086505.50   | 0.01%             | 2052-05-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258571.87    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1175000 | PA      | $1085509.32   | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                   | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222479.91    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                     | Williamsburg Economic Development Authority                                      | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $377011.35    | 0.00%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921392.37    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521969.88    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40300000 | PA      | $35808754.01  | 0.17%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                         | Japan International Cooperation Agency                                           | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   1500000 | PA      | $1332465.05   | 0.01%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305758.09    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | Citizens Financial Group, Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566407.36    | 0.00%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1132228.59   | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $414553.52    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 162000000 | PA      | $165138750.00 | 0.77%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1147534.32   | 0.01%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    875000 | PA      | $560102.29    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1413763 | PA      | $1319388.11   | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co                                                                | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519947.30    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE Energy Co                                                                    | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470993.79    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | McKesson Corp                                                                    | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507855.57    | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740716 | PA      | $699747.02    | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | Northern Trust Corp                                                              | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973612.03    | 0.00%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                            | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175099.86    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984915.51    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4623520.19   | 0.02%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032047.39   | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                         | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1210947.01   | 0.01%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $324740.04    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501919.85    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154ES4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $976816.01    | 0.00%             | 2036-01-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99363.38     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996422.12   | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                                                  | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    750000 | PA      | $655566.12    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2541152.39   | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15555190 | PA      | $15088183.30  | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440982.44    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                           | Blue Owl Capital Corp                                                            | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492774.31    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                           | Mercedes-Benz Auto Lease Trust                                                   | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $475645.76    | 0.00%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1890884.80   | 0.01%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7C68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        69 | PA      | $69.70        | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                         | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $466297.75    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8W75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     91486 | PA      | $95286.18     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999604.83    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | Reinsurance Group of America, Inc                                                | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483300.65    | 0.00%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2730779 | PA      | $2709461.37   | 0.01%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    197232 | PA      | $195588.83    | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2774935.74   | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $496553.60    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | Cummins, Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    750000 | PA      | $444622.97    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $132430.35    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749743.49    | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1244637.08   | 0.01%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                                                        | Martin Marietta Materials, Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $324191.69    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7037059 | PA      | $7275171.66   | 0.03%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | Edison International                                                             | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989714.76    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                 | BANK                                                                             | CUSIP: 06541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    947405 | PA      | $937096.18    | 0.00%             | 2057-10-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471124 | PA      | $451596.99    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $31740820.20  | 0.15%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36176WYD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    140580 | PA      | $132619.50    | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2632745.40   | 0.01%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | Georgia Power Co                                                                 | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501979.20    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YKU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4947208 | PA      | $5144340.59   | 0.02%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                | NMI Holdings, Inc                                                                | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766702.54    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $707386.06    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                   | BBCMS Mortgage Trust                                                             | CUSIP: 07337DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $767104.05    | 0.00%             | 2058-07-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026118.46   | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $356967.18    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132590.75    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BorgWarner, Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012477.13   | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $720914.94    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1579496.00   | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1244315.84   | 0.01%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                         | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $502929.80    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3701030 | PA      | $3420364.24   | 0.02%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $4094328.72   | 0.02%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386864.85    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG.                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1750000 | PA      | $1549510.29   | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                           | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029782.01   | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1104289.83   | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | Baidu, Inc                                                                       | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $501455.02    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128500000 | PA      | $128575293.29 | 0.60%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495339.34    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1035015 | PA      | $1016950.89   | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                         | Fidelity National Financial, Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    400000 | PA      | $242631.65    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1295501.40   | 0.01%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oaktree Strategic Credit Fund                                                   | Oaktree Strategic Credit Fund                                                    | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501240.31    | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Inter-American Investment Corp                                                  | Inter-American Investment Corp                                                   | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1008797.15   | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004163.89   | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1020347.04   | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                | Sharp HealthCare                                                                 | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $610347.07    | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38500000 | PA      | $28390742.38  | 0.13%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22509393 | PA      | $19097733.01  | 0.09%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | Globe Life, Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314109.51    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3552872.02   | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1070843.84   | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93250000 | PA      | $88831552.97  | 0.42%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | Allstate Corp                                                                    | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $509886.62    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988036.32    | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107038.42    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | Mass General Brigham, Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $506824.76    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36297GVA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2219184 | PA      | $2026515.95   | 0.01%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                                 | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437543.13    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36295QHH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2520 | PA      | $2485.11      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | Aon North America, Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020314.35   | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $664453.86    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3500000 | PA      | $3095610.00   | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $398170.94    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    511233 | PA      | $468748.58    | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402C4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16929 | PA      | $17257.42     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC                                             | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1433052.81   | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31401WXN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15438 | PA      | $15516.20     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138XJ3N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12931822 | PA      | $12481454.31  | 0.06%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1250000 | PA      | $1256652.11   | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EKQ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340881 | PA      | $336361.00    | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                            | Southern Copper Corp                                                             | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114341.90    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                        | World Omni Auto Receivables Trust                                                | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1022062.40   | 0.00%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $2035695.90   | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FAV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      9500 | PA      | $9681.06      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CarMax Auto Owner Trust                                                          | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009374.20   | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $657571.67    | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities, Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013809.56   | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A85P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     15612 | PA      | $16070.36     | 0.00%             | 2039-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | Boston Scientific Corp                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2329316.28   | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033156.37   | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WI TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57000000 | PA      | $35905547.16  | 0.17%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | Tyson Foods, Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035211.68   | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                 | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2900000 | PA      | $2914250.31   | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris, Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1278044.31   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516050.98    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4389408.75   | 0.02%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387086.10    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2000000 | PA      | $1715433.28   | 0.01%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029651.60   | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72022.90     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                                                            | SOUTHSTATE BANK CORP                                                             | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043899.54   | 0.00%             | 2035-06-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                                | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $828836.28    | 0.00%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                           | Louisville Gas and Electric Co                                                   | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238106.64    | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                 | William Marsh Rice University                                                    | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | MUN               | US        |    200000 | PA      | $156479.57    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1023881.01   | 0.00%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | Synchrony Financial                                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501212.42    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                | Progressive Corp                                                                 | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    500000 | PA      | $363420.31    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BlackRock, Inc                                                                   | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    850000 | PA      | $827206.85    | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1100000 | PA      | $1187175.00   | 0.01%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ, Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401029.04    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334911.15    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $294630.49    | 0.00%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991779.79    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                      | NetApp, Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018739.42   | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312940P29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    180186 | PA      | $182329.95    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1250000 | PA      | $912812.50    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 112500000 | PA      | $113791992.75 | 0.53%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | Svensk Exportkredit AB                                                           | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $2993123.28   | 0.01%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1239157.87   | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140E9AM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2079359 | PA      | $1950895.35   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1170862.17   | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                         | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339235.51    | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3195623 | PA      | $2879016.91   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $383232.79    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $516866.96    | 0.00%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                   | Citigroup Commercial Mortgage Trust                                              | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259149 | PA      | $257421.76    | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                          | Transatlantic Holdings, Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24116.28     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547716.35    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2936000 | PA      | $1752058.00   | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541CCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $420485.45    | 0.00%             | 2064-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441190.02    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015732.58   | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $858120.29    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $640005.45    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48800000 | PA      | $47864031.13  | 0.22%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $821829.03    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI                                                  | Dallas Fort Worth International Airport                                          | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $75586.65     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ELY65<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $3915833.65   | 0.02%             | 2035-07-23      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QT43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1099006 | PA      | $1036755.10   | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017094.61   | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4W41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     13649 | PA      | $13838.55     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128K8FH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     21328 | PA      | $21550.07     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | Evergy, Inc                                                                      | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496182.81    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283H6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       497 | PA      | $509.10       | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                | Black Hills Corp                                                                 | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    550000 | PA      | $501954.82    | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1049590.20   | 0.00%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1967462.22   | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                                | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1957686.60   | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                              | nVent Finance Sarl                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $512668.61    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                | BANK5                                                                            | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $519578.55    | 0.00%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491684.15    | 0.00%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6330129 | PA      | $5655328.71   | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 07336DAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512609.95    | 0.00%             | 2056-07-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR Capital Corp                                                              | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951958.82    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417JM64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20568 | PA      | $20355.66     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                        | Yale Haven Health Services Corp                                                  | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $578720.72    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    425000 | PA      | $363953.06    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI Properties LP                                                               | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992728.91    | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M86B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    227926 | PA      | $230640.68    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    425000 | PA      | $272850.99    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047771.95   | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                  | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1021509.37   | 0.00%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2528795.50   | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MC24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    381412 | PA      | $366734.30    | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MINNESOTA MN                                                            | University of Minnesota                                                          | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1201512.00   | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312941SY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    118371 | PA      | $119779.93    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                  | Atlassian Corp                                                                   | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489618.40    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $855484.11    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | Svensk Exportkredit AB                                                           | CUSIP: 01021NAH5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $992488.58    | 0.00%             | 2029-03-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992542.24    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | Paychex, Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506480.42   | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| BBCMS Mortgage Trust 2024-5C31                                                  | BBCMS Mortgage Trust                                                             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $516024.35    | 0.00%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                        | Children's Hospital Corp                                                         | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81753.93     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                     | Raymond James Financial, Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946525.44    | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $999575.76    | 0.00%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | Viatris, Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $455380.81    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7813902 | PA      | $7859086.99   | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017342.60   | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034544.49   | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1622502.12   | 0.01%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                            | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154848.63    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161654.74    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179YAT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4733198 | PA      | $4841508.12   | 0.02%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29000000 | PA      | $28288593.75  | 0.13%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                       | Potomac Electric Power Co                                                        | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237020.46    | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | Dow Chemical Co                                                                  | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492940.23    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2270905.12   | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2642365.48   | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    450000 | PA      | $348269.72    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1488467.33   | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    725000 | PA      | $736068.50    | 0.00%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503973.30    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312941UW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     11605 | PA      | $11743.63     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213349.23    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York and Presbyterian Hospital                                               | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243762.75    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    775000 | PA      | $716049.35    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $349087.21    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1051217.98   | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: —       |
| VMWARE INC                                                                      | VMware, Inc                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941607.08    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                        | Assured Guaranty US Holdings, Inc                                                | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517569.12    | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35500000 | PA      | $26053671.88  | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | Bunge Ltd                                                                        | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493118.90   | 0.01%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | Aflac, Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363478.57    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972612.69    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                            | Telefonica Europe BV                                                             | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    567000 | PA      | $642731.69    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                          | Rockefeller Foundation                                                           | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    880000 | PA      | $525298.23    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC                                             | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043135.06   | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138LUS22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1404763 | PA      | $1326108.42   | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508492.42    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                                  | New York State Dormitory Authority                                               | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     24763 | PA      | $25076.74     | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                          | Santander Holdings USA, Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031188.81   | 0.00%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1335264.96   | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $700944.21    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos, Inc                                                                | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999066.71    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJU73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    771911 | PA      | $725891.37    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | Entergy Arkansas LLC                                                             | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157415.15    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                  | Carmax Auto Owner Trust                                                          | CUSIP: 14319WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $454720.19    | 0.00%             | 2030-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268088 | PA      | $262974.73    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                    | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982138.05    | 0.00%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                        | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509791.43    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                           | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $4962659.10   | 0.02%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296XGF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     30179 | PA      | $31660.79     | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMYU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    304020 | PA      | $294784.59    | 0.00%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1920159.32   | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                              | Province of Quebec Canada                                                        | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1346824.56   | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $318724.50    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co                                                                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1073060.49   | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1036412.82   | 0.00%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GES27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    104848 | PA      | $103892.86    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group plc                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    683000 | PA      | $731223.09    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501117.39    | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $575312.03    | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989665.93    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1655651.17   | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124676.45    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc                                                                  | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2517307.20   | 0.01%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2547990.40   | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | Newmont Corp                                                                     | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    298000 | PA      | $316015.59    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1679009.12   | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1711731 | PA      | $1659480.31   | 0.01%             | 2036-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52500000 | PA      | $32843261.85  | 0.15%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1148715.54   | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3125782.65   | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875423.16    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | Tyco Electronics Group S.A.                                                      | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $504777.09    | 0.00%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06540YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4841667 | PA      | $4309025.71   | 0.02%             | 2063-03-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1461213.14   | 0.01%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                      | Hasbro, Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521155.96    | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76500000 | PA      | $52997168.16  | 0.25%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E WILDFIRE RECOVERY                                                           | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289730 | PA      | $284208.89    | 0.00%             | 2030-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                         | Phillips Edison Grocery Center Operating Partnership I LP                        | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $309955.63    | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1271375.46   | 0.01%             | 2049-11-10      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                        | Province of British Columbia Canada                                              | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1317073.88   | 0.01%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A56G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    433529 | PA      | $440740.48    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1517389.53   | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                                                              | Banco Santander S.A.                                                             | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $1794042.32   | 0.01%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | Parker-Hannifin Corp                                                             | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $603710.40    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | Ascension Health                                                                 | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990124.01    | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1573053.62   | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | Diageo Capital plc                                                               | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $761910.12    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX Capital, Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274050.25    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994494.58    | 0.00%             | 2031-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372933.03    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893250.27    | 0.00%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    700000 | PA      | $647639.56    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT                                                  | District of Columbia Water & Sewer Authority                                     | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    445000 | PA      | $372266.62    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964819.76    | 0.00%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   3810000 | PA      | $3794698.93   | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98220.37     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | Camden Property Trust                                                            | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93379.59     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                        | American Water Capital Corp                                                      | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495008.59    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522236.51   | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008607.10   | 0.00%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394604.51    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1321854.69   | 0.01%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1360859.36   | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co                                                                        | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83661.18     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $979751.10    | 0.00%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                            | Chase Issuance Trust                                                             | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   2040000 | PA      | $2045189.15   | 0.01%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21150000 | PA      | $14626546.88  | 0.07%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJB58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2782 | PA      | $2922.01      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                  | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031440.89   | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1492616 | PA      | $1365534.01   | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1561613.45   | 0.01%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $741032.45    | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust                                     | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $957104.39    | 0.00%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DWMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6270619 | PA      | $6482797.67   | 0.03%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36176XQK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    698683 | PA      | $645205.92    | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                        | Patterson-UTI Energy, Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    500000 | PA      | $537410.47    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36254CAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3033 | PA      | $2999.13      | 0.00%             | 2050-08-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN                                                  | Commonwealth of Massachusetts Transportation Fund Revenue                        | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $518547.45    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp                                                              | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1567715.33   | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $74513671.50  | 0.35%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    975000 | PA      | $841425.41    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710658.43    | 0.00%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $519219.14    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $24459374.88  | 0.11%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1955581.26   | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc                                                      | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996711.47    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                           | Universal Health Services, Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871183.25    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205625.70    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                             | Bank of Nova Scotia                                                              | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1020126.63   | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1306923.83   | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV                                                                           | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    325000 | PA      | $230115.99    | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                        | University of Southern California                                                | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | MUN               | US        |    720000 | PA      | $657670.00    | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522890.71    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                             | Eagle Materials, Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957505.99    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology, Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    750000 | PA      | $809281.89    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2336491 | PA      | $2428131.79   | 0.01%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $869030.54    | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    475000 | PA      | $447853.68    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47750000 | PA      | $47697773.44  | 0.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241LGN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     17601 | PA      | $16962.73     | 0.00%             | 2040-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756796.22    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2490814.00   | 0.01%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016493.85   | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4171314 | PA      | $4133733.23   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138NXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2748739 | PA      | $2516436.87   | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156800.39    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                                        | Inova Health System Foundation                                                   | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $782667.55    | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                       | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003205.23   | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank                                             | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $202795.01    | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $277792.38    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                              | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    775000 | PA      | $685168.22    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                        | American Assets Trust LP                                                         | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495873.16    | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                         | Fidelity National Financial, Inc                                                 | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299235.08    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                           | Kentucky Utilities Co                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273423.90    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                                              | Ally Auto Receivables Trust                                                      | CUSIP: 02008KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $418300.64    | 0.00%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                        | Broadridge Financial Solutions, Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $935357.56    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | Southern California Gas Co                                                       | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953175.02    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505239.06    | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                       | Province of Quebec Canada                                                        | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $2005132.80   | 0.01%             | 2035-08-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH America Finance, Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472577.71   | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                             | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $150506.95    | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                  | TD SYNNEX Corp                                                                   | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484412.01    | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB International Finance III LLC                                                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514607.95    | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78335.98     | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab, Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018127.61   | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $168304.84    | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1568499.77   | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $947723.30    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981118.72    | 0.00%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                         | GlaxoSmithKline Capital plc                                                      | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1362562.25   | 0.01%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BlackRock, Inc                                                                   | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $655261.67    | 0.00%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  17381515 | PA      | $14367058.45  | 0.07%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2519828 | PA      | $2358303.34   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CSC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437452 | PA      | $1353719.90   | 0.01%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | Camden Property Trust                                                            | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99476.42     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HX91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3950 | PA      | $4088.22      | 0.00%             | 2033-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ELPA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913129 | PA      | $881330.86    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                 | DTE Electric Co                                                                  | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478669.50    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $510290.29    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410FFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40747 | PA      | $41546.43     | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8NN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     59533 | PA      | $61109.15     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                         | Dell International LLC                                                           | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    377000 | PA      | $466644.33    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ, Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1343458.21   | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015308.00   | 0.00%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109029.76    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030831.32   | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | 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        |   1599000 | PA      | $1670476.42   | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    750000 | PA      | $699942.14    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140199 | PA      | $136611.75    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1509761.31   | 0.01%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                        | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $237846.06    | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $495186.19    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp                                                              | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1349260.35   | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179XS80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3755190 | PA      | $3371896.98   | 0.02%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | Tennessee Valley Authority                                                       | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1506582.00   | 0.01%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial, Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755023.20    | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                           | Goldman Sachs BDC, Inc                                                           | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480597.51    | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36200MQ30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1417 | PA      | $1427.86      | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES                                                       | Michigan State University                                                        | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    235000 | PA      | $213874.75    | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $692896.18    | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E5F2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     18344 | PA      | $18205.33     | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394036.06    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985455.91    | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502093.74    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461813.55    | 0.00%             | 2054-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17589912 | PA      | $17436859.33  | 0.08%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                     | BMO Mortgage Trust                                                               | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    673000 | PA      | $692161.93    | 0.00%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | Southern Power Co                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987092.36    | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413EYK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18594 | PA      | $19378.76     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                        | International Business Machines Corp                                             | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $860112.48    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    900000 | PA      | $842146.83    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1831220.60   | 0.01%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M Co                                                                            | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010708.83   | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417B7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884280 | PA      | $853584.02    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $994516.66    | 0.00%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                          | Massachusetts Institute of Technology                                            | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $993162.14    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    816284 | PA      | $731895.24    | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371N5L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       187 | PA      | $188.55       | 0.00%             | 2028-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | Banner Health                                                                    | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $473647.01    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                        | EIDP, Inc                                                                        | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161015.60    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002497.05   | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co                                                                        | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2099671.20   | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962085.19   | 0.01%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESLEYAN UNIVERSITY                                                             | Wesleyan University                                                              | CUSIP: 95101VAA7<br>LEI: MR0KVN5WYB7MX4TE2T37 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154305.54    | 0.00%             | 2116-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FDL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3837559 | PA      | $3820580.96   | 0.02%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1034425.09   | 0.00%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc                                                       | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496770.79    | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                         | CNO Financial Group, Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500972.75    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31411YQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4726 | PA      | $4876.97      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $611537.50    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ, Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $347566.87    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | New York State Dormitory Authority                                               | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1040826.50   | 0.00%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | Equitable Holdings, Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    662000 | PA      | $572981.49    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | Evergy Kansas Central, Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    950000 | PA      | $957590.55    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | Agree LP                                                                         | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198081.47    | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | Affiliated Managers Group, Inc                                                   | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985686.56    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | Northern Trust Corp                                                              | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496165.04    | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                           | AvalonBay Communities, Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163439.57    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460719.50    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBC51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2054921.60   | 0.01%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BlackRock, Inc                                                                   | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005235.98   | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | Huntington Bancshares, Inc                                                       | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    425000 | PA      | $414758.59    | 0.00%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  11741987 | PA      | $9705587.38   | 0.05%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2179524.23   | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018752.00   | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331670.63   | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HKQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2017573.20   | 0.01%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699437.47    | 0.00%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    700000 | PA      | $618085.90    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5MP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4881398 | PA      | $4839919.59   | 0.02%             | 2055-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | Toyota Motor Corp                                                                | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1011452.30   | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412PL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162591 | PA      | $160910.50    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab, Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $80451.25     | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     10091 | PA      | $10080.22     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988179.78    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71500000 | PA      | $71798847.84  | 0.34%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    775000 | PA      | $769508.58    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                  | Alleghany Corp                                                                   | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177238.30    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015874.43   | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                         | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1959814.94   | 0.01%             | 2036-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1171257.36   | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946440.85    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | Abbott Laboratories                                                              | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2460395.18   | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                        | British Telecommunications plc                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1702022.15   | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                           | Amcor Finance USA, Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024497.85   | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8608643 | PA      | $8671644.55   | 0.04%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXPL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     75286 | PA      | $79059.15     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2076925.98   | 0.01%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | Svensk Exportkredit AB                                                           | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $1980256.52   | 0.01%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X9K40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510337 | PA      | $1420766.31   | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos, Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473377.91    | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co LLC                                                   | Blackstone Reg Finance Co LLC                                                    | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734191.57    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202ET33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     14014 | PA      | $14726.12     | 0.00%             | 2038-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $596969.34    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                           | Keysight Technologies, Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475479.07    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2857043.73   | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $206806.45    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co                                                               | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705017.93    | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    325000 | PA      | $297062.98    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $409534.69    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE                                                       | North Texas Tollway Authority                                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1092539.40   | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3482101.28   | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4425758 | PA      | $4543089.29   | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300341.99   | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $719141.17    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1505194.15   | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50380662.00  | 0.24%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $538276.33    | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                                                  | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    588109 | PA      | $595772.88    | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $375040.16    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017270.71   | 0.00%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    425000 | PA      | $301316.66    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989377.10    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927549.89    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $574331.17    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $881484.09    | 0.00%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414KSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       396 | PA      | $412.43       | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230245.41    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | Jefferies Financial Group, Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529717.87   | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980831.54    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $308540.55    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                     | Avista Corp                                                                      | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    150000 | PA      | $120686.14    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                | Oesterreichische Kontrollbank AG.                                                | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    920000 | PA      | $922249.47    | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3221351 | PA      | $3036158.02   | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6749847 | PA      | $6712979.53   | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPRTN CORP T                                                  | Grand Parkway Transportation Corp                                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    970000 | PA      | $675402.27    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75155.61     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group plc                                                               | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1392556.47   | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | McKesson Corp                                                                    | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356636.33    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009287.19   | 0.00%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                         | Public Service Co of Oklahoma                                                    | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438577.60    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2372721.67   | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   4150000 | PA      | $3833652.85   | 0.02%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911911.09    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM, Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $819237.79    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $511491.74    | 0.00%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System, Inc                                                                | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983190.45    | 0.00%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522432.07   | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                                                    | Northwest Natural Holding Co                                                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010544.00   | 0.00%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371JXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141 | PA      | $145.62       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | Assurant, Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479581.78    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988098.19    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1462454.76   | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $499220.25    | 0.00%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                             | Rockwell Automation, Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323380.48    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | J M Smucker Co                                                                   | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1059578.40   | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                   | Empire State Development Corp                                                    | CUSIP: 650036JW7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    190000 | PA      | $190140.62    | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163943.28    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $866039.69    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                           | Massachusetts Institute of Technology                                            | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410368.91    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FedEx Freight Holding Co, Inc                                                    | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731475.53    | 0.00%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3446272 | PA      | $3304178.35   | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ, Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $332799.45    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                           | Oglethorpe Power Corp                                                            | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    750000 | PA      | $533070.53    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $511405.44    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                      | MasTec, Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516642.93    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138AJK50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133612 | PA      | $132230.31    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | Georgia Power Co                                                                 | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $594156.96    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR                                                   | Los Angeles Department of Water & Power                                          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1591048.95   | 0.01%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                             | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476079.39    | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553691.00   | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                               | Kirby Corp                                                                       | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347944.89    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416HYL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9920 | PA      | $10364.27     | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874415.92    | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                     | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964234.71    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                      | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAX8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1002871.21   | 0.00%             | 2029-03-27      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL Holdings, Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007327.96   | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                     | Trimble, Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046301.50   | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    550000 | PA      | $494170.15    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services, Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986264.27    | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    925000 | PA      | $819571.96    | 0.00%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $330470.17    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413EYQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       730 | PA      | $755.28       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXZ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1756745 | PA      | $1651345.90   | 0.01%             | 2030-11-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE Services, Inc                                                               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511807.44    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1905662.00   | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $818468.88    | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | Edison International                                                             | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009027.51   | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                        | Uruguay Government International Bond                                            | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2063907 | PA      | $1890848.40   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403DUJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6557 | PA      | $6877.36      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | Ecolab, Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $599976.70    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1607558 | PA      | $1447586.07   | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301301.51    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                  | Morgan Stanley Capital I Trust                                                   | CUSIP: 61691YAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $904156.80    | 0.00%             | 2054-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1573322.72   | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS USA LUX S.A.                                                                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    500000 | PA      | $506159.00    | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12369381 | PA      | $12259210.18  | 0.06%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies, Inc                                                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980285.45    | 0.00%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5500080.90   | 0.03%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | Xcel Energy, Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440483.62    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $615069.57    | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                         | United Airlines Pass Through Trust                                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814016 | PA      | $827614.09    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                              | Vertiv Holdings Co                                                               | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478552.44    | 0.00%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                        | Devon Energy Corp                                                                | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $965708.29    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17761010 | PA      | $17850513.21  | 0.08%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980140.12   | 0.01%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3181953 | PA      | $2986081.48   | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                  | Nissan Auto Lease Trust                                                          | CUSIP: 65481DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007848.90   | 0.00%             | 2028-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | Ally Financial, Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415073.82    | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008526.42   | 0.00%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391HUV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16029 | PA      | $16109.89     | 0.00%             | 2032-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985488.96    | 0.00%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    760000 | PA      | $761237.87    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                     | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $606850.83    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                            | Allina Health System                                                             | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153529.37    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                         | Jefferies Financial Group, Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $869683.72    | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc                                                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995623.07    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | Synopsys, Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003824.16   | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36200MWJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     24630 | PA      | $25347.68     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities, Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121366.88    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                        | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $290829.19    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | Ventas Realty LP                                                                 | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684233.41    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2680705.29   | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVKZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8513040 | PA      | $7645348.55   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group plc                                                                | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1006988.60   | 0.00%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | Colgate-Palmolive Co                                                             | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    225000 | PA      | $211189.77    | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FJ73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1390290 | PA      | $1433943.85   | 0.01%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038426.57   | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 120000000 | PA      | $119850000.00 | 0.56%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106243.88    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414PUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20881 | PA      | $21511.23     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013642.24   | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | Microchip Technology, Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1445690.22   | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S                                                  | Dallas Area Rapid Transit                                                        | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    750000 | PA      | $693310.43    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper, Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495737.74    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    388000 | PA      | $396917.47    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5848567 | PA      | $5484205.75   | 0.03%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group, Inc                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010174.79   | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $965746.11    | 0.00%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $47529374.88  | 0.22%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                    | KKR & Co, Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1451139.14   | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31404XZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1531 | PA      | $1497.64      | 0.00%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | Tennessee Valley Authority                                                       | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $1027673.89   | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | Ryder System, Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505511.33    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                        | Interstate Power and Light Co                                                    | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114229.95    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | Sutter Health                                                                    | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    745000 | PA      | $768655.91    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1010712.33   | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4435097.00   | 0.02%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                                      | Kellogg Co                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197463.56    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    850000 | PA      | $856725.52    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $981523.71    | 0.00%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71000000 | PA      | $71224648.26  | 0.33%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $869570.13    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372040.55    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467425.72    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | Western Union Co                                                                 | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904387.07    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312945T32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     76245 | PA      | $72332.81     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    900000 | PA      | $738923.37    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202ECP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      8061 | PA      | $8271.95      | 0.00%             | 2035-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE-MECKLENBURG NC HOSP                                                   | Charlotte-Mecklenburg Hospital Authority                                         | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |   1665000 | PA      | $1125512.69   | 0.01%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | Bunge Ltd                                                                        | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986422.69    | 0.00%             | 2036-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | Eastman Chemical Co                                                              | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733327.49    | 0.00%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435390.40    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI, Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452872.55   | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23767279 | PA      | $23039036.91  | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                        | Barrick PD Australia Finance Pty Ltd                                             | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $102559.06    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | Westpac Banking Corp                                                             | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1517679.63   | 0.01%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                                   | Sales Tax Securitization Corp                                                    | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $170647.42    | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2067708.46   | 0.01%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WBPJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698855 | PA      | $1673656.77   | 0.01%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                                | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $127018.98    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | Puget Sound Energy, Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    275000 | PA      | $183355.48    | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | AmerisourceBergen Corp                                                           | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    700000 | PA      | $577477.85    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    625000 | PA      | $556027.58    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                        | Microchip Technology, Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008654.93   | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1338209 | PA      | $1234774.92   | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                        | Florida Power & Light Co                                                         | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168634.98    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1313251.86   | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                         | National Oilwell Varco, Inc                                                      | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482841.04    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | Diageo Capital plc                                                               | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $438820.43    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | Walt Disney Co                                                                   | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972431.77    | 0.00%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1020976.52   | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128NGFY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       347 | PA      | $358.00       | 0.00%             | 2037-02-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERSO                                                  | New York State Dormitory Authority                                               | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    120000 | PA      | $123217.44    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30060937.50  | 0.14%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36202TQH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1430 | PA      | $1520.56      | 0.00%             | 2036-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1238111.34   | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | ConAgra Brands, Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002544.52   | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BROWARD CNTY FL ARPT SYS REVEN                                                  | County of Broward FL Airport System Revenue                                      | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $109183.92    | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG Industries, Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492292.61    | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | Duke University                                                                  | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |    500000 | PA      | $308518.59    | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128K02H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     22285 | PA      | $22529.18     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2025908.84   | 0.01%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                     | Gartner, Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487755.45    | 0.00%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7749455 | PA      | $6405475.93   | 0.03%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292H4J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      5705 | PA      | $5834.34      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296QV48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2795 | PA      | $2829.26      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012490.46   | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                        | Triton Container International Ltd                                               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $902580.10    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207333.10    | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241K7B8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      7070 | PA      | $7217.36      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2500000 | PA      | $1538250.00   | 0.01%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                          | Massachusetts Institute of Technology                                            | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $561648.34    | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $804600.28    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | Verisk Analytics, Inc                                                            | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341927.25    | 0.00%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Structured Certificates                                              | CUSIP: 3137HDXL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1758294.71   | 0.01%             | 2029-07-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $991790.98    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp                                                               | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958196.94    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | Baker Hughes Holdings LLC                                                        | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957084.48   | 0.01%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155810.73    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1841418.88   | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126317.42    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX Capital, Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    625000 | PA      | $618733.54    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $615288.82    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA, Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039336.00   | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                        | President and Fellows of Harvard College                                         | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $757154.16    | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                          | Mondelez International, Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $345799.24    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                      | Chubb Corp                                                                       | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    450000 | PA      | $480111.68    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | Zimmer Biomet Holdings, Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020741.95   | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $220685.34    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682608.64    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                       | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $916061.44    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                         | Newmont Corp                                                                     | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2571064.60   | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                           | Hyundai Auto Receivables Trust                                                   | CUSIP: 44935JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    865000 | PA      | $857621.46    | 0.00%             | 2032-01-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2093086 | PA      | $1878853.51   | 0.01%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442321.83    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265015.62    | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993053.40    | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1958160.28   | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477934.00    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                      | Amdocs Ltd                                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |   1000000 | PA      | $904372.88    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN                                                  | University of Virginia                                                           | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $971241.92    | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416XBP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294258 | PA      | $284201.92    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2808650 | PA      | $2509701.30   | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17220 | PA      | $17234.43     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                         | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   2400000 | PA      | $2401938.84   | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    725000 | PA      | $604638.22    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982261.09    | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    650000 | PA      | $419305.35    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | Duke University                                                                  | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |    500000 | PA      | $317899.36    | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   4430484 | PA      | $3995373.26   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                  | ConocoPhillips                                                                   | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    750000 | PA      | $805799.88    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                 | Best Buy Co, Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445555.73    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                        | Johns Hopkins University                                                         | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | MUN               | US        |    750000 | PA      | $433688.39    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                       | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744547.40    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1856076.82   | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    750000 | PA      | $654431.20    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438580.97    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1111957.05   | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    475000 | PA      | $436585.12    | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                   | John Deere Owner Trust                                                           | CUSIP: 47786WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1018147.00   | 0.00%             | 2031-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202E7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     36498 | PA      | $37192.00     | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $515726.30    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                              | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3500000 | PA      | $3594099.46   | 0.02%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    850000 | PA      | $700285.00    | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                  | Idaho Power Co                                                                   | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996951.28    | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173549.95    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                            | BA Credit Card Trust                                                             | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006363.90   | 0.00%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 31349T3D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       973 | PA      | $996.68       | 0.00%             | 2035-10-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                        | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $554592.08    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8917968.80   | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN                                                   | Texas Natural Gas Securitization Finance Corp                                    | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2285000 | PA      | $2316428.12   | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31283HWZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1144 | PA      | $1176.55      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46000000 | PA      | $45029687.50  | 0.21%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2497000 | PA      | $2214230.96   | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504249.36    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                                            | Physicians Realty LP                                                             | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $886439.47    | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2545370.98   | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                         | Oesterreichische Kontrollbank AG.                                                | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   2000000 | PA      | $2014463.00   | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503664.34    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975872.26    | 0.00%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                                          | AmerisourceBergen Corp                                                           | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932753.14    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X4VD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3042478 | PA      | $2764546.95   | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ASSD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252767 | PA      | $250153.07    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231848.22    | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273565.34    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2007991.80   | 0.01%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                                                  | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    750000 | PA      | $803914.95    | 0.00%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MidAmerican Energy Co                                                            | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $198402.25    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7LX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       732 | PA      | $727.68       | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4T94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      9731 | PA      | $10054.62     | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016897.78   | 0.01%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039884.96   | 0.01%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413QR67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3356 | PA      | $3493.02      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1120219.38   | 0.01%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FedEx Freight Holding Co, Inc                                                    | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    750000 | PA      | $725616.65    | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NF60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    688200 | PA      | $629863.78    | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $92393.80     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                      | Toyota Auto Receivables Owner                                                    | CUSIP: 89239FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1255152.15   | 0.01%             | 2029-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1505000.50   | 0.01%             | 2038-07-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas Nc Storm Funding II LLC                                   | Duke Energy Carolinas Nc Storm Funding II LLC                                    | CUSIP: 26443UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975153.64    | 0.00%             | 2046-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256190.41    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8BQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    500717 | PA      | $496158.68    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $701795.12    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                           | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    850000 | PA      | $632098.14    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98000000 | PA      | $100499765.38 | 0.47%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1024779.24   | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175401.34    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                         | GlaxoSmithKline Capital, Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    850000 | PA      | $735613.73    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp                                                                       | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008013.93   | 0.00%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995625.99    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986850.14    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159759.91    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    825000 | PA      | $699424.39    | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                    | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501863.08    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                | First Citizens BancShares, Inc                                                   | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    750000 | PA      | $733031.02    | 0.00%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJT67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    796529 | PA      | $749624.31    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $776831.59    | 0.00%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp Pte Ltd                                             | Equinix Asia Financing Corp Pte Ltd                                              | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $978895.31    | 0.00%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | National Australia Bank Ltd                                                      | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1018871.36   | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550938.19    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020354.42   | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $851640.51    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    802666 | PA      | $796638.49    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $90119530.80  | 0.42%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015095.54   | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | US Bancorp                                                                       | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572930.94    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513300.50    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | New York State Dormitory Authority                                               | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1029004.00   | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CA PENSN OBLG                                                         | City of Riverside CA                                                             | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $876076.90    | 0.00%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36200N6K2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     29911 | PA      | $30748.56     | 0.00%             | 2034-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412GXY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $181007.20    | 0.00%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501179.30   | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                          | AngloGold Ashanti Holdings plc                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    375000 | PA      | $362518.19    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499004.55    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $882270.98    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                     | KeyBank NA                                                                       | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474656.15   | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996922.04    | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co                                                                      | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028545.00   | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13960568 | PA      | $14432952.13  | 0.07%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJTQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    443038 | PA      | $428002.48    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DuPont de Nemours, Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    994000 | PA      | $997748.41    | 0.00%             | 2028-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | Ares Strategic Income Fund                                                       | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944469.86    | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                        | Fortune Brands Innovations, Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470722.02    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge, Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $597770.39    | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                          | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    575000 | PA      | $510119.10    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EJH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     45275 | PA      | $46719.79     | 0.00%             | 2036-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244849.99    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    910971 | PA      | $860903.74    | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    350000 | PA      | $266231.07    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL                                                  | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $783667.60    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                        | United Airlines Pass Through Trust                                               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    931353 | PA      | $904764.42    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4B77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     32143 | PA      | $33659.84     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006443.00   | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | Adobe, Inc                                                                       | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016296.11   | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36295DL80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     34350 | PA      | $35668.18     | 0.00%             | 2037-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    550000 | PA      | $584558.52    | 0.00%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV                                                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $882048.71    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | Huntington Ingalls Industries, Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034202.03   | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                           | Georgetown University                                                            | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | MUN               | US        |    500000 | PA      | $318657.01    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM International Capital Pte Ltd                                                | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $919620.14    | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | Steel Dynamics, Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482001.05    | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96344.25     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3928630.64   | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742175.36    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Paychex Inc                                                                     | Paychex, Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008963.83   | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $794374.79    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CitiBank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031179.30   | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    924898 | PA      | $907607.83    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                     | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    903000 | PA      | $894968.93    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | Avery Dennison Corp                                                              | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040959.15   | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224701.11    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $761612.69    | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296TRA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      3146 | PA      | $3245.69      | 0.00%             | 2038-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG Resources, Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442161.00    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1350740.34   | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX UNIV REVENUES                                                  | Board of Regents of the University of Texas System                               | CUSIP: 91514ADE2<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    200000 | PA      | $163039.96    | 0.00%             | 2046-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                      | Province of Ontario Canada                                                       | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $2970409.71   | 0.01%             | 2035-11-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2688034.03   | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  65179543 | PA      | $53071121.94  | 0.25%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | Ally Financial, Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521513.40    | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | Northern Trust Corp                                                              | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619388.08    | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                   | J M Smucker Co                                                                   | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196589.25    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4673853 | PA      | $4432846.46   | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2666739.57   | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3050595.30   | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22316450 | PA      | $21069851.59  | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423136.68    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | Province of British Columbia Canada                                              | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $3048155.34   | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1453698.77   | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                      | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998549.96    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    400000 | PA      | $265107.22    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91724.29     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SANOFI                                                                          | Sanofi                                                                           | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $494647.22    | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $830599.34    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437263.18    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403DWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45415 | PA      | $45645.59     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66510000 | PA      | $65291516.18  | 0.31%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BPZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |  10099152 | PA      | $9265373.47   | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3714261.60   | 0.02%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies, Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151362.98    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1319630.43   | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                              | Volkswagen Auto Lease Trust                                                      | CUSIP: 92866EAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $477443.07    | 0.00%             | 2028-12-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31406NEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50128 | PA      | $50380.98     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1372344.65   | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                          | Diageo Investment Corp                                                           | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510495.97    | 0.00%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | Allstate Corp                                                                    | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    975000 | PA      | $773198.18    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                        | Interstate Power and Light Co                                                    | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73431.77     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3436878.65   | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM International, Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158700.17    | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505889 | PA      | $1413628.57   | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1744839.48   | 0.01%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8F82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    567673 | PA      | $548954.75    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $10062028.00  | 0.05%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    225000 | PA      | $165409.52    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                   | Wisconsin Public Service Corp                                                    | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    675000 | PA      | $667287.77    | 0.00%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1007630.05   | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946247.29    | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | General Dynamics Corp                                                            | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $746562.90    | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |   1000000 | PA      | $1001329.86   | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 3620ATFP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4270 | PA      | $4433.35      | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | Waste Management, Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016637.39   | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $269958.63    | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6519425 | PA      | $6658030.03   | 0.03%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35850000 | PA      | $17013345.61  | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31411KLQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24517 | PA      | $25897.20     | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963509.90   | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829181.53    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138MFRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1851110 | PA      | $1696115.09   | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $911409.60    | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417LD36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122777 | PA      | $118936.70    | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416JMP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2518 | PA      | $2493.34      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                                | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    125000 | PA      | $131982.58    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                             | Leland Stanford Junior University                                                | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | MUN               | US        |    500000 | PA      | $485094.19    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                          | Texas Health Resources                                                           | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $559676.85    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477467.30    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1933409.86   | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1708799.84   | 0.01%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank                                                           | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   2000000 | PA      | $2001129.14   | 0.01%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P77E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    939175 | PA      | $913820.42    | 0.00%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR, Inc                                                                         | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297700.89    | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057210.34   | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                      | BMO Mortgage Trust                                                               | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2730000 | PA      | $2830615.79   | 0.01%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD OF ADMIN FIN CO                                                  | State Board of Administration Finance Corp                                       | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    400000 | PA      | $368330.72    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $325516.93    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                          | Indiana Michigan Power Co                                                        | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481275.64    | 0.00%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    925000 | PA      | $824943.67    | 0.00%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2019932.38   | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | Magna International, Inc                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $517963.57    | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498488.53   | 0.01%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                 | Hershey Co                                                                       | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450058.28    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1397772.65   | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YD38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       868 | PA      | $863.73       | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M72Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      2113 | PA      | $2174.64      | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                       | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349586.02    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486725.11    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EHFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127835 | PA      | $135511.46    | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                         | International Bank for Reconstruction & Development                              | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   5992000 | PA      | $6007723.85   | 0.03%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                             | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2050000 | PA      | $1322076.69   | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128UHEH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32116 | PA      | $33506.10     | 0.00%             | 2041-09-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                                                  | AptarGroup, Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495531.01    | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co                                                                | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    275000 | PA      | $265129.46    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | Starbucks Corp                                                                   | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506107.05    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  30171122 | PA      | $25983718.27  | 0.12%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161566.10    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJT75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    662573 | PA      | $639780.40    | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $354945.50    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                                | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    400000 | PA      | $354485.12    | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85000000 | PA      | $83519140.20  | 0.39%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                           | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   5435000 | PA      | $5488915.15   | 0.03%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72000000 | PA      | $70688671.92  | 0.33%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215485.11    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4673812.51   | 0.02%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                              | Spire Missouri, Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499050.43    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                         | Japan Bank for International Cooperation                                         | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    750000 | PA      | $740726.04    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983220.66    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275751.15    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas, Inc                                                                   | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983461.90    | 0.00%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME Group, Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393596.52    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                            | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $8788869.90   | 0.04%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894761.23    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado                                                    | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485684.45    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534577.96   | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co                                                         | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978887.57    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Partners LP                                                      | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $540483.78    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | European Investment Bank                                                         | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |   4675000 | PA      | $4709986.06   | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965615.68   | 0.01%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481243.99    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | American Electric Power Co, Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1234768.75   | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2373766 | PA      | $2430230.33   | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                        | Packaging Corp of America                                                        | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95000.39     | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004932.27   | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1018098.31   | 0.00%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $371463.36    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 31349URP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31243 | PA      | $32267.05     | 0.00%             | 2037-04-01      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1300044.44   | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX Capital, Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011740.26   | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M66H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    213862 | PA      | $220513.18    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008860.67   | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457959.45    | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    325000 | PA      | $235232.78    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   2500000 | PA      | $2366634.78   | 0.01%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1916327.88   | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                               | MyMichigan Health                                                                | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $265496.45    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                        | Time Warner Entertainment Co LP                                                  | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $339683.18    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499133.68   | 0.01%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | Brown & Brown, Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    425000 | PA      | $426229.89    | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505139.41    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                     | Kemper Corp                                                                      | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436992.45    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2609239.90   | 0.01%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5072797 | PA      | $4193027.75   | 0.02%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3839 | PA      | $3804.07      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4164425 | PA      | $4266433.90   | 0.02%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                           | Mercedes-Benz Auto Lease Trust                                                   | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $479707.39    | 0.00%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $43470625.00  | 0.20%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $953358.17    | 0.00%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2883767 | PA      | $2770701.95   | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $486548.93    | 0.00%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | Exelon Corp                                                                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $377407.80    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178793.20    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp                                                                     | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1672285.60   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                             | Sherwin-Williams Co                                                              | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $658197.72    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | Colgate-Palmolive Co                                                             | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $425467.14    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068656.38   | 0.00%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185938.88    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19714389 | PA      | $17766571.00  | 0.08%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31406XRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14375 | PA      | $14652.92     | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3131968.63   | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418WPW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97649 | PA      | $98688.84     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $2534449.91   | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                  | AutoNation, Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $371335.60    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                              | Ford Motor Co                                                                    | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2158352.12   | 0.01%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1604960.73   | 0.01%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     47041 | PA      | $48540.40     | 0.00%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1961096.58   | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4944993.80   | 0.02%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP                                                  | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $107781.75    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752191.79    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418B4B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    921791 | PA      | $899172.42    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1344376.58   | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co, Inc                                                                  | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1491389.15   | 0.01%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9900309 | PA      | $9346281.28   | 0.04%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X4RJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3503213 | PA      | $3251804.96   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                    | Evergy Metro, Inc                                                                | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236042.95    | 0.00%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                 | Concentrix Corp                                                                  | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1390814.55   | 0.01%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4413672.15   | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | Telefonica Emisiones S.A.                                                        | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $811176.06    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                             | Estee Lauder Cos, Inc                                                            | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1322775.99   | 0.01%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5195 | PA      | $5459.20      | 0.00%             | 2037-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1080965.58   | 0.01%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $490118.70    | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                        | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   3690000 | PA      | $4237849.91   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                   | Selective Insurance Group, Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514003.75    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $580372.87    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2539219 | PA      | $2362502.55   | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506224.10    | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2042391.52   | 0.01%             | 2030-03-19      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS NV                                                                           | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $996544.40    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co                                                                  | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315921.80    | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167792.39    | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453135.08    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    667056 | PA      | $611344.37    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc                                                       | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999274.73    | 0.00%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | Tennessee Valley Authority                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $984511.45    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                        | Brookfield Finance LLC                                                           | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $657310.87    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AMJE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     26303 | PA      | $26152.72     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297T3X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      5106 | PA      | $5074.72      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | Kite Realty Group LP                                                             | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403544.47    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2359218 | PA      | $2247946.71   | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RUTGERS NJ ST UNIV                                                              | Rutgers The State University of New Jersey                                       | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    500000 | PA      | $406196.25    | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216365.84    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227929.95    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    104000 | PA      | $109725.09    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1530196.45   | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                         | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    725000 | PA      | $714465.81    | 0.00%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $344064.71    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MMSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    428527 | PA      | $422158.14    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16057920 | PA      | $16368916.63  | 0.08%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ARCF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     38259 | PA      | $38733.65     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | Unilever Capital Corp                                                            | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715665.30    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                               | Johnson & Johnson                                                                | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    375000 | PA      | $408500.58    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142920.47    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019323.17   | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                      | Pinnacle Bank                                                                    | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495178.50    | 0.00%             | 2036-01-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | Northern Trust Corp                                                              | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533162.62    | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                   | Cantor Commercial Real Estate Lending                                            | CUSIP: 12529MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9704218.00   | 0.05%             | 2052-05-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1514548.16   | 0.01%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                       | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    905000 | PA      | $935129.58    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055861.41   | 0.00%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                 | Hershey Co                                                                       | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149537.02    | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | Piedmont Natural Gas Co, Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512580.13    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450249.50    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7T48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     47788 | PA      | $49376.68     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002505.39   | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                                          | Motorola Solutions, Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191119.81    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                          | Arizona Public Service Co                                                        | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $301275.74    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1331289.60   | 0.01%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAMH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $8082934.40   | 0.04%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1104496.72   | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17585000 | PA      | $16117751.56  | 0.08%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                        | OMEGA Healthcare Investors, Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462112.02    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                            | Public Storage                                                                   | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $707900.30    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                      | Biogen, Inc                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509784.52    | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP, Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    975000 | PA      | $963611.34    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                     | Bank of New York Mellon                                                          | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    750000 | PA      | $755334.47    | 0.00%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                            | Cincinnati Financial Corp                                                        | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210179.64    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                        | Asian Infrastructure Investment Bank                                             | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $1006998.06   | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   5000000 | PA      | $5035514.30   | 0.02%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $489561.11    | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond                                                 | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10880857.13  | 0.05%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1934375.04   | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917584.79    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31376KHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       861 | PA      | $881.28       | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959295.27    | 0.00%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2630150.25   | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                           | Flowserve Corp                                                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470344.40    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1496056.18   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | AstraZeneca Finance LLC                                                          | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    750000 | PA      | $736970.23    | 0.00%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International, Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $836651.72    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2718432.07   | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC                                                        | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $687163.84    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8HQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    273181 | PA      | $264171.76    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354281.47    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4275088 | PA      | $3935645.45   | 0.02%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31416XAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36856 | PA      | $36475.04     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                     | TJX Cos, Inc                                                                     | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437002.23    | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | Union Pacific Corp                                                               | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1154135.57   | 0.01%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                                                  | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    750000 | PA      | $767748.23    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | Southwest Airlines Co                                                            | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1097988.47   | 0.01%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412TLL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15240 | PA      | $15320.34     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    384467 | PA      | $364407.02    | 0.00%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                     | Southern Co                                                                      | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010019.19   | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48300000 | PA      | $39522984.38  | 0.18%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017570.12   | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417362.99    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | Digital Realty Trust LP                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1323037.56   | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co                                                      | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234572.84    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5867666 | PA      | $5130770.91   | 0.02%             | 2036-05-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                        | Automatic Data Processing, Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    900000 | PA      | $790560.74    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $862712.13    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                | Benchmark Mortgage Trust                                                         | CUSIP: 08190AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1026890.40   | 0.00%             | 2057-07-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                            | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $459875.57    | 0.00%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                           | Helmerich & Payne, Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $891880.87    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co, Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    475000 | PA      | $426115.58    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                             | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006624.74   | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc                                                      | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009299.47   | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $160551.38    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3546 | PA      | $3519.88      | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530505.55   | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1250913.17   | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1786943.38   | 0.01%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1774178.22   | 0.01%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | Sutter Health                                                                    | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    435000 | PA      | $445450.80    | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | Lear Corp                                                                        | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393935.66    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | Willis North America, Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $361978.04    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36292LBZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1755 | PA      | $1801.50      | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402DDP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5875 | PA      | $5974.63      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493161.52    | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | America Movil SAB de C.V.                                                        | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1625000 | PA      | $1398800.99   | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1496141.02   | 0.01%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1993210.20   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co                                                                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2178685.20   | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $8087480.10   | 0.04%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                          | WF Card Issuance Trust                                                           | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3024350.40   | 0.01%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012389.26   | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG.                                                                | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2500000 | PA      | $2678957.40   | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                             | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $807493.20    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1610224 | PA      | $1531488.56   | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | Cummins, Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505180.90    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                     | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $622772.65    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S4ER4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8074 | PA      | $8279.41      | 0.00%             | 2036-09-01      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4193458 | PA      | $3868607.18   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M72E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    139806 | PA      | $135658.43    | 0.00%             | 2040-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | Leidos, Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019350.21   | 0.00%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314386.93    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| NatWest Group PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009965.47   | 0.00%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1850000 | PA      | $1756945.00   | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1002599.86   | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP                                                  | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $259867.64    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    500000 | PA      | $353319.20    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517697.29   | 0.01%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1771261.34   | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | Revvity, Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $701248.20    | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449612.22    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ELX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    405704 | PA      | $401508.84    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YCJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4262 | PA      | $4240.31      | 0.00%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E WILDFIRE RECOVERY                                                           | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $863802.01    | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                        | Hartford HealthCare Corp                                                         | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    685000 | PA      | $503292.00    | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $288903.23    | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024094.84   | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| J Paul Getty Trust/The                                                          | J Paul Getty Trust                                                               | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002541.65   | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507804.02    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $602631.03    | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                                | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579847.76    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $984805.40    | 0.00%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $203507.09    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $788570.12    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                             | LYB International Finance III LLC                                                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    500000 | PA      | $306182.68    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1395545.28   | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WPP 2025 LLC/Delaware                                                           | WPP 2025 LLC                                                                     | CUSIP: 92944AAA1<br>LEI: 254900UMZIGDZHNI6216 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985258.95    | 0.00%             | 2036-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020714.79   | 0.00%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906233.39    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | Accenture Capital, Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $531767.32    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T                                                  | Discover Card Execution Note Trust                                               | CUSIP: 254683CQ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1480223.70   | 0.01%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36295KMF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4227 | PA      | $4395.44      | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | 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        |    200000 | PA      | $202636.65    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $387114.32    | 0.00%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1017582.82   | 0.00%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                           | Evergy Kansas Central, Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143806.60    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    225000 | PA      | $171711.66    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029190.77   | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414R4E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66936 | PA      | $68928.65     | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $899075.90    | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co                                                               | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978167.25    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Private Credit Corp                                               | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    650000 | PA      | $630629.38    | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1750000 | PA      | $1049540.82   | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1980937.50   | 0.01%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services, Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $863109.76    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10714568 | PA      | $9097122.37   | 0.04%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                             | Fortive Corp                                                                     | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199760.62    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1381148.01   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $582624.48    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552784.06   | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972892.04   | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                             | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973653.72    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp                                                                   | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1247616.05   | 0.01%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $306295.24    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                                | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1570988.85   | 0.01%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | Regency Centers LP                                                               | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487568.52    | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                        | Northwell Healthcare, Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $365955.19    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37982450 | PA      | $38783725.20  | 0.18%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                        | OMEGA Healthcare Investors, Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880198.48    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1408758.36   | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95000KBD6<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992028.20    | 0.00%             | 2049-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | Boardwalk Pipelines LP                                                           | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449509.47    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994538.16    | 0.00%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | European Investment Bank                                                         | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |    550000 | PA      | $509729.80    | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4218664 | PA      | $3713314.41   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG.                                                                | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $984776.90    | 0.00%             | 2032-02-06      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123497.01    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                     | Rollins, Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499652.82    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14274423 | PA      | $13264065.96  | 0.06%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1526121.02   | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                         | JetBlue Pass Through Trust                                                       | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359782 | PA      | $318851.06    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                    | CD Mortgage Trust                                                                | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1739193.23   | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083342.50   | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF Sinclair Corp                                                                 | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1032526.55   | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                         | DCP Midstream Operating LP                                                       | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012993.44   | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    675000 | PA      | $628657.43    | 0.00%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    470000 | PA      | $453056.17    | 0.00%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1036044.69   | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88000000 | PA      | $86803750.00  | 0.41%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc                                                | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1057621.90   | 0.00%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | Applied Materials, Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $855053.49    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907348.96    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    875000 | PA      | $761139.50    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $417085.78    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506367.03    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    755000 | PA      | $705852.67    | 0.00%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1682638.07   | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc                                                                      | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981677.78    | 0.00%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372173.06    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2392118 | PA      | $2239093.84   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   4300000 | PA      | $3580275.85   | 0.02%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                       | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $155681.08    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1443603.86   | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-5C3                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1047043.80   | 0.00%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1363694.27   | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1003391.00   | 0.00%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                      | TELUS Corp                                                                       | CUSIP: 87971MBW2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $911754.83    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506060.51    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6092088.00   | 0.03%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307W3L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   1620683 | PA      | $1591775.17   | 0.01%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418AJK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134673 | PA      | $130396.44    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                                                  | Port Authority of New York & New Jersey                                          | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1033356.48   | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                     | Export-Import Bank of Korea                                                      | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    500000 | PA      | $512162.86    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | Banco Bilbao Vizcaya Argentaria S.A.                                             | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $972712.57    | 0.00%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                        | Aptiv plc                                                                        | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1020410.47   | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    450000 | PA      | $382592.28    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTRL PUGET SOUND WA REGL TRA                                                  | Central Puget Sound Regional Transit Authority                                   | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    720000 | PA      | $731684.23    | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054931.05   | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739842.03    | 0.00%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   4829837 | PA      | $4370519.29   | 0.02%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $298608.82    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | Ascension Health                                                                 | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $781583.30    | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391UQC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26581 | PA      | $27060.11     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     36000 | PA      | $39279.13     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972310.52    | 0.00%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3248261.61   | 0.02%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    775000 | PA      | $770400.96    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1000000 | PA      | $982447.25    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491148.55    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1500000 | PA      | $1414500.00   | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                             | Fixed Income Clearing Corp (FICC)                                                | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |  50044000 | PA      | $50044000.00  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co                                               | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452516.99    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $337982.36    | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1544166.00   | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                  | Idaho Power Co                                                                   | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978791.73    | 0.00%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1590362.79   | 0.01%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC Energy Group, Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    172000 | PA      | $151333.71    | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| STATE PUBLIC SCH BLDG AUTH PA                                                   | State Public School Building Authority                                           | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    583000 | PA      | $590129.04    | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508236.28    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                       | Gm Financial Consumer Automobile Receivables Trust                               | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $487385.28    | 0.00%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | Johnson Controls International plc                                               | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1003833.77   | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp                                                            | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253447.37    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6150693 | PA      | $6253788.62   | 0.03%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                                      | Toyota Auto Receivables Owner Trust                                              | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $414900.65    | 0.00%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1009752.89   | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX Corp                                                                        | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425670.22    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $339384.74    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $793429.77    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | Puget Sound Energy, Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161730.83    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                          | Sixth Street Specialty Lending, Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766712.88    | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36252SBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $472310.75    | 0.00%             | 2052-02-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                         | Philippine Government International Bond                                         | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   4083000 | PA      | $3430385.24   | 0.02%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | Southern California Gas Co                                                       | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511636.11    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5647303 | PA      | $5016680.28   | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988860.74    | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $829876.49    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12168817 | PA      | $10991951.35  | 0.05%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                | MDC Holdings, Inc                                                                | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $329157.96    | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp                                                                      | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2757966.00   | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36201STX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     17463 | PA      | $17855.48     | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ATQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2047381 | PA      | $1873697.23   | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co                                                                   | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    475000 | PA      | $307571.93    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                          | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336747 | PA      | $331228.20    | 0.00%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128K5GS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     17554 | PA      | $17982.62     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | Essex Portfolio LP                                                               | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961172.63    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371NMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72714 | PA      | $76286.13     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | Federal National Mortgage Association                                            | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5557591.95   | 0.03%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $300705.38    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co                                                              | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001884.97   | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH                                                        | Oklahoma Development Finance Authority                                           | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    750000 | PA      | $709811.78    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449833.99    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | Amrize Finance US LLC                                                            | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762666.79    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36294PKR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1598 | PA      | $1651.14      | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International S.A.                                         | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $883962.21    | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                         | Northwestern University                                                          | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | MUN               | US        |    200000 | PA      | $143885.07    | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951172.83    | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                         | Baker Hughes Holdings LLC                                                        | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962856.19    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902013.97    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                       | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    750000 | PA      | $633042.00    | 0.00%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502830.83    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1789984 | PA      | $1816814.72   | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $660335.60    | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | Kimco Realty OP LLC                                                              | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82880.06     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                           | Province of Ontario Canada                                                       | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1324940.43   | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5370461 | PA      | $5552181.87   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | PA      | $182581.77    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | Baidu, Inc                                                                       | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $904379.83    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $383469.52    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756151.76    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                   | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $2742942.46   | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                        | American Financial Group, Inc                                                    | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    400000 | PA      | $321834.28    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1006219.17   | 0.00%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296N3D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1688 | PA      | $1700.10      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co                                                                  | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495156.63    | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403KJW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1587 | PA      | $1581.98      | 0.00%             | 2033-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202F4S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    334739 | PA      | $331776.67    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023168.90   | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1480127 | PA      | $1451323.48   | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | Eastman Chemical Co                                                              | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1705475.74   | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | Canadian Pacific Railway Co                                                      | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1018098.51   | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419KF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104747 | PA      | $100672.14    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1700762.07   | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                         | Fidelity National Information Services, Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    425000 | PA      | $305342.26    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  43134057 | PA      | $34900469.02  | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | Royal Bank of Canada                                                             | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $479903.04    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                     | Trustees of Columbia University in the City of New York                          | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $967992.24    | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP                                                   | Sales Tax Securitization Corp                                                    | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1125000 | PA      | $919447.43    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312942NF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     63326 | PA      | $61277.24     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $612326.04    | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                             | Trinity Health Corp                                                              | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    185000 | PA      | $135741.20    | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | Ascension Health                                                                 | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $695269.79    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology, Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1064737.40   | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4809218.75   | 0.02%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V12 Mortgage Trust                                               | Benchmark Mortgage Trust                                                         | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1330000 | PA      | $1373714.17   | 0.01%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QGKU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2722 | PA      | $2767.57      | 0.00%             | 2036-09-01      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18120034 | PA      | $18214208.88  | 0.09%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | Kreditanstalt fuer Wiederaufbau                                                  | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3455000 | PA      | $3439508.26   | 0.02%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270102.20    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858CA7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997954.19    | 0.00%             | 2056-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985694.10    | 0.00%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                  | ServiceNow, Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867689.19    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | PA      | $753400.00    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EN97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1541946 | PA      | $1555375.84   | 0.01%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2993014 | PA      | $2707071.66   | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1216621.05   | 0.01%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31402NJM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4820 | PA      | $4913.30      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc                                                                  | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989890.10   | 0.01%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167598.30    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2046581 | PA      | $2136726.20   | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                        | Intercontinental Exchange, Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880166.00    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | Booz Allen Hamilton, Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008154.09   | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                                | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553035.32   | 0.01%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                           | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $999783.30    | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3150795.05   | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1831931.96   | 0.01%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $992844.39    | 0.00%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | Helmerich & Payne, Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491530.78    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   6568072 | PA      | $5948202.50   | 0.03%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E3G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3316327 | PA      | $3484564.57   | 0.02%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ PROJ AGRIC IMPT                                                   | Salt River Project Agricultural Improvement & Power District                     | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96256.19     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4432540 | PA      | $4485484.05   | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675331 | PA      | $1586489.49   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 116000000 | PA      | $115542344.04 | 0.54%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                   | Santander Drive Auto Receivables Trust                                           | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71600 | PA      | $71645.68     | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9717320 | PA      | $9435610.84   | 0.04%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $691642.48    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417Q4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2585 | PA      | $2578.46      | 0.00%             | 2029-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                        | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1577083.48   | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36295KSX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      3148 | PA      | $3273.23      | 0.00%             | 2038-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | Travelers Cos, Inc                                                               | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956427.99    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890038.64    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | Valero Energy Corp                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    342000 | PA      | $342120.48    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | Constellation Brands, Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229698.71    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $1641735.54   | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2392232.00   | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                          | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $411521.71    | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1668862.40   | 0.01%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1570250 | PA      | $1488545.65   | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $552416.38    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925629.42    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                          | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    625000 | PA      | $620863.79    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1504370.27   | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $419783.31    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp                                                                    | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154475.39    | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413R3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1088 | PA      | $1099.39      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    282789 | PA      | $280432.68    | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                               | SYSCO Corp                                                                       | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $404240.09    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | Air Lease Corp                                                                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298632.29    | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1136 | PA      | $1139.75      | 0.00%             | 2030-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XTA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1631720 | PA      | $1542364.75   | 0.01%             | 2053-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | Darden Restaurants, Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $535009.82    | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016227.42   | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                         | Booz Allen Hamilton, Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020510.01   | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $217252.51    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co                                                                        | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2132682.36   | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8888203.08   | 0.04%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3615007.59   | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                             | COMM Mortgage Trust                                                              | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2789931.00   | 0.01%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | Discover Financial Services                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $543224.34    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CA REDEV AGY SUCCESSO                                                  | San Jose Redevelopment Agency Successor Agency                                   | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $93768.37     | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1788663 | PA      | $1622482.15   | 0.01%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond                                         | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1500000 | PA      | $1502718.00   | 0.01%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31407HTD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43880 | PA      | $46032.69     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3Harris Technologies, Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508219.94    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                                                  | Regents of the University of California Medical Center Pooled Revenue            | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1278826.35   | 0.01%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2778886.32   | 0.01%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11355000 | PA      | $9911241.73   | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4LZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     25070 | PA      | $26326.70     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2323 | PA      | $2313.51      | 0.00%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $981841.27    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050417.72   | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2218335 | PA      | $2293397.16   | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128K2HE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     10733 | PA      | $11240.60     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591855.67    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                        | Northern States Power Co                                                         | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332901.43    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | Starbucks Corp                                                                   | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511226.19    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                           | Canadian National Railway Co                                                     | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $217675.13    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1976276.37   | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co                                                                      | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1295289.78   | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $618587.96    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | Roper Technologies, Inc                                                          | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988155.24    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RUSH OBLIGATED GROUP                                                            | Rush Obligated Group                                                             | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $383793.00    | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952174.44    | 0.00%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    121557 | PA      | $123000.64    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FZD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     67781 | PA      | $71222.06     | 0.00%             | 2041-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | AstraZeneca Finance LLC                                                          | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020757.19   | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002964.56   | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    825000 | PA      | $824116.68    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                         | Principal Financial Group, Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244242.10    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1609811.90   | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    394999 | PA      | $379802.35    | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                         | Shell International Finance BV                                                   | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1092982.71   | 0.01%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC                                                | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497196.89   | 0.01%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1149695.62   | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $913209.60    | 0.00%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HVQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      9288 | PA      | $9388.77      | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc                                                      | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503255.12    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJGM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1145289 | PA      | $1105592.16   | 0.01%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CenterPoint Energy, Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    655000 | PA      | $617142.41    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3461900.44   | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3900374 | PA      | $3462406.00   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | eBay, Inc                                                                        | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511460.85    | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $901018.50    | 0.00%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                                         | Delmarva Power & Light Co                                                        | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162625.57    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                               | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491458.06    | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PepsiCo, Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    750000 | PA      | $483612.47    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2451996.95   | 0.01%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495064.88   | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3459356.00   | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $846582.42    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                   | UBS Commercial Mortgage Trust                                                    | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1985072.20   | 0.01%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | Hess Corp                                                                        | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211506.86    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13504364 | PA      | $11449329.59  | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31376JXQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1067 | PA      | $1102.80      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EVP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      9208 | PA      | $9800.21      | 0.00%             | 2038-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                    | VeriSign, Inc                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007206.46   | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co                                                              | CUSIP: 025816ES4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992266.69    | 0.00%             | 2041-02-08      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                               | Flowers Foods, Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338316.10    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055123.67   | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235653.88    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022944.51   | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                    | Ford Credit Auto Owner Trust                                                     | CUSIP: 34532BAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $495315.15    | 0.00%             | 2031-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | Synchrony Financial                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888868.26    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos, Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $791783.20    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    125000 | PA      | $115128.47    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $46798828.30  | 0.22%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138MBLQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75186 | PA      | $74341.56     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc                                                    | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494079.43    | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4427819 | PA      | $4262655.31   | 0.02%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                        | APA Corp                                                                         | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026767.85   | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | Ladder Capital Finance Holdings LLLP                                             | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $500979.49    | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                 | Marex Group plc                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1029870.97   | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    975000 | PA      | $876158.69    | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                             | Wells Fargo Bank NA                                                              | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $273159.50    | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co                                                      | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974628.22    | 0.00%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                           | BANK5 Trust                                                                      | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $520413.90    | 0.00%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002073.07   | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |    905000 | PA      | $852115.04    | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008749.95   | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | Highwoods Realty LP                                                              | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460889.03    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403DVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3091 | PA      | $3260.99      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7123321 | PA      | $7253600.99   | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987663.76    | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $602706.71    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | Appalachian Power Co                                                             | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028915.54   | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RR 2015-1                                                         | Union Pacific Railroad Co Pass Through Trust                                     | CUSIP: 90782JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131330 | PA      | $129372.65    | 0.00%             | 2027-05-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2057159.40   | 0.01%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     20581 | PA      | $20370.86     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | Hubbell, Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491832.81    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541CBT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $890379.30    | 0.00%             | 2064-05-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | Southwest Gas Corp                                                               | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511169.33    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | Corning, Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190869.89    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1013768.34   | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1579955.87   | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2284954 | PA      | $2274849.22   | 0.01%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31288HRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3137 | PA      | $3200.78      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128S43J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2467 | PA      | $2522.32      | 0.00%             | 2037-05-01      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919189.19    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES                                                  | University of California                                                         | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $907940.00    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                                        | United Airlines Pass Through Trust                                               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244534 | PA      | $239187.51    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                           | BlackRock Funding, Inc                                                           | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946626.02    | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1500000 | PA      | $1319132.25   | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                          | NXP BV                                                                           | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $497616.63    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                         | GLP Capital LP                                                                   | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $668604.37    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                                          | Industrial & Commercial Bank of China Ltd                                        | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |   4750000 | PA      | $4704924.54   | 0.02%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    850000 | PA      | $768255.07    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $861610.98    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $641261.68    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    300000 | PA      | $230039.33    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                             | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | PA      | $1159290.00   | 0.01%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC                                                           | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967550.47    | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    875000 | PA      | $597478.08    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498300.57    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995134.26   | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                         | BMW Vehicle Owner Trust                                                          | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010108.50   | 0.00%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31368HK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5561 | PA      | $5704.09      | 0.00%             | 2031-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                       | Honda Auto Receivables Owner Trust                                               | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001952.10   | 0.00%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1323671.84   | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152709 | PA      | $1080907.76   | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413MBA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5094 | PA      | $5303.70      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $73947.50     | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | Marvell Technology, Inc                                                          | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058280.56   | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468703.54    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3129316N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       316 | PA      | $312.82       | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166181.99    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                        | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399569.50    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | Take-Two Interactive Software, Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763201.34    | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                         | Raymond James Financial, Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $713841.99    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                       | GM Financial Consumer Automobile Receivables Trust                               | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $454833.09    | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M5GQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     48756 | PA      | $51207.85     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                   | State Street Navigator Securities Lending Government Money Market Portfolio      | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 164668534 | NS      | $164668533.70 | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452899.32    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                | Enstar Group Ltd                                                                 | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $497884.28    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                          | BP Capital Markets America, Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    950000 | PA      | $583361.57    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021869.92   | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128UGR82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2172 | PA      | $2249.70      | 0.00%             | 2041-05-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1552215.00   | 0.01%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QR29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    504608 | PA      | $498714.55    | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188243.28    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of ,NV Scotia                                                               | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1479912.63   | 0.01%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FKS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4767 | PA      | $4950.80      | 0.00%             | 2040-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                | Coca-Cola Co                                                                     | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1790441.62   | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE Energy Co                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016847.67   | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93747.19     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                              | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2500000 | PA      | $2594550.00   | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $466146.26    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | Westpac Banking Corp                                                             | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    900000 | PA      | $807015.38    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    475000 | PA      | $448000.12    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419AX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    860662 | PA      | $851763.52    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | Reynolds American, Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770900.33    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31385JEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5035 | PA      | $5238.61      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank                                                            | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1011065.17   | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X63A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1704164 | PA      | $1668206.25   | 0.01%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                        | Regeneron Pharmaceuticals, Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $302639.20    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | Wyeth LLC                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    275000 | PA      | $291507.72    | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | 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        |   1500000 | PA      | $1433895.00   | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296MYS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     15656 | PA      | $15751.96     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | State of Illinois                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   5191667 | PA      | $5290444.88   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                                                  | American Express Credit Account Master Trust                                     | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1015202.20   | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | AstraZeneca plc                                                                  | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $431864.19    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1503193 | PA      | $1375459.99   | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                             | International Bank for Reconstruction & Development                              | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   1775000 | PA      | $1726178.48   | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJFD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   3258541 | PA      | $2941076.17   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477143.29    | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163BBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2235420.00   | 0.01%             | 2054-01-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7706140.80   | 0.04%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13193192 | PA      | $11890431.93  | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co                                                                       | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76448.45     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973354.32   | 0.01%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GK2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    327899 | PA      | $310430.92    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22738.69     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                          | Choice Hotels International, Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479490.94    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8335242 | PA      | $8500151.17   | 0.04%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                         | Piedmont Healthcare, Inc                                                         | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435285.24    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | Agilent Technologies, Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448459.00    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41000000 | PA      | $38344609.58  | 0.18%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025543.30   | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | Bank of New York Mellon Corp                                                     | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019338.71   | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    325000 | PA      | $295061.05    | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                        | Baltimore Gas and Electric Co                                                    | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149432.61    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK                                                                             | CUSIP: 06541ABZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $406930.85    | 0.00%             | 2054-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    625000 | PA      | $533401.79    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31413MQ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52829 | PA      | $55268.29     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue      | San Francisco City & County Public Utilities Commission Wastewater Revenue       | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    920000 | PA      | $930541.54    | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1000000 | PA      | $951315.09    | 0.00%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1350000 | PA      | $1340253.78   | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988965.28   | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                            | Utah Acquisition Sub, Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    750000 | PA      | $602521.47    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | Leidos, Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016228.24   | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901712.56    | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                     | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1501724.00   | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | American Honda Finance Corp                                                      | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006628.39   | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128L9WA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      9930 | PA      | $9902.69      | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36178DBW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    706086 | PA      | $663467.51    | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                       | ORIX Corp                                                                        | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $956900.22    | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                         | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $711354.21    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    650000 | PA      | $536253.73    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                              | University of Notre Dame du Lac                                                  | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | MUN               | US        |    200000 | PA      | $146723.04    | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305619.38    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                                                       | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    232000 | PA      | $248990.61    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                        | EIDP, Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507186.36    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp                                                                  | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022471.12   | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | Mosaic Co                                                                        | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766152.34    | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31414MCZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66305 | PA      | $67010.86     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MC4J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       692 | PA      | $690.95       | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool                                                                 | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4372319 | PA      | $4184735.42   | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                                        | American Airlines Pass Through Trust                                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109640 | PA      | $108104.69    | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3848750.00   | 0.02%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                | Ventas Realty LP                                                                 | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248168.59    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | General Mills, Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93282.86     | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TUCSON AZ COPS                                                                  | City of Tucson AZ                                                                | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    875000 | PA      | $640499.21    | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                           | AvalonBay Communities, Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454197.86    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   4046245 | PA      | $4208357.74   | 0.02%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    375000 | PA      | $341369.05    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-2                                                  | BMW Vehicle Lease Trust                                                          | CUSIP: 05594HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995218.70    | 0.00%             | 2029-05-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    375000 | PA      | $241432.15    | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    600000 | PA      | $613214.40    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    245000 | PA      | $255724.92    | 0.00%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | Ventas Realty LP                                                                 | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981231.94    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282087.29    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6203 | PA      | $6219.60      | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613082.40    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HAMS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2026318.40   | 0.01%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX Corp                                                                         | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    850000 | PA      | $822795.18    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474084.77    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27356814 | PA      | $27501780.40  | 0.13%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | Jefferies Financial Group, Inc                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959794.10    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | Lam Research Corp                                                                | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113055.96    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co                                                    | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187814.37    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                 | Inter-American Development Bank                                                  | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   3000000 | PA      | $2939681.34   | 0.01%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128PX5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     55523 | PA      | $55231.98     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1366302.33   | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | Indonesia Government International Bond                                          | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    675000 | PA      | $646594.53    | 0.00%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | Evergy Metro, Inc                                                                | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492512.24   | 0.01%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | Georgia Power Co                                                                 | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478978.19    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128LUKW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1079 | PA      | $1106.61      | 0.00%             | 2037-02-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1801349 | PA      | $1844016.37   | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YRF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2830902 | PA      | $2739094.81   | 0.01%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   8494796 | PA      | $7313119.63   | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co                                                                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $815476.18    | 0.00%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961856.65    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225150.73    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                                | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75858.43     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E2MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26371 | PA      | $26216.87     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8042546 | PA      | $6806061.25   | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $369796.83    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                            | Canada Government International Bond                                             | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   3600000 | PA      | $3614977.69   | 0.02%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766390.50    | 0.00%             | 2055-03-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue         | New York City Transitional Finance Authority                                     | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   1415000 | PA      | $1363365.66   | 0.01%             | 2037-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $380404.73    | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                        | United Airlines Pass Through Trust                                               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182841 | PA      | $168054.77    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CHH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1008725 | PA      | $980177.46    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    725000 | PA      | $639860.66    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025939.87   | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                         | Walt Disney Co                                                                   | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2614774.35   | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $386273.59    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1750953.63   | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179NSN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    105323 | PA      | $104567.55    | 0.00%             | 2028-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497375.82    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                                | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307178.43    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | Costco Wholesale Corp                                                            | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1555711.83   | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                          | Webster Financial Corp                                                           | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195286.45    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138XUTV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596479 | PA      | $574779.16    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | Packaging Corp of America                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518756.04    | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                         | Inter-American Development Bank                                                  | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |   2000000 | PA      | $1975654.34   | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926313.25    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA, Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983482.18    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                        | African Development Bank                                                         | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $3949301.92   | 0.02%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp                                                                       | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008909.56   | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     38443 | PA      | $40734.80     | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418A5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1009615 | PA      | $973667.54    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | Travelers Cos, Inc                                                               | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223409.90    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | Voya Financial, Inc                                                              | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965958.95    | 0.00%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Capital Corp                                                       | Franklin BSP Capital Corp                                                        | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952597.38    | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478728.09    | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FedEx Freight Holding Co, Inc                                                    | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737148.76    | 0.00%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co                                                                      | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972801.06    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                 | Hershey Co                                                                       | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $219168.37    | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings, Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1645118.02   | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                | Radian Group, Inc                                                                | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774956.03    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $488728.61    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | Virginia Electric and Power Co                                                   | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974792.98    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJXT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323652 | PA      | $312586.99    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $889917.63    | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11033441 | PA      | $10933469.29  | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10621565 | PA      | $10082859.67  | 0.05%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $850894.02    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17359621 | PA      | $13442975.75  | 0.06%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                        | Sumitomo Mitsui Financial Group, Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $527296.80    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    750000 | PA      | $699417.98    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                    | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021180.75   | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     19795 | PA      | $19614.55     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7210644 | PA      | $5572538.46   | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte Ltd                                           | PepsiCo Singapore Financing I Pte Ltd                                            | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1500000 | PA      | $1515251.64   | 0.01%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | Honeywell Aerospace, Inc                                                         | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    775000 | PA      | $768957.33    | 0.00%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $21325781.40  | 0.10%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1366224 | PA      | $1327494.58   | 0.01%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                           | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $613430.24    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                           | Novartis Capital Corp                                                            | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $324604.20    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $374435.83    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | Shell Finance US, Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1721868.41   | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5745271.31   | 0.03%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    287000 | PA      | $171630.31    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | Emerson Electric Co                                                              | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201532.34    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419GWX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    264673 | PA      | $261936.34    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ6N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   2857855 | PA      | $2641801.47   | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54000000 | PA      | $55117968.48  | 0.26%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149046.43    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1Z33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2834843 | PA      | $2694814.89   | 0.01%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403ARW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16763 | PA      | $16847.82     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                           | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127578.12    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | Barclays plc                                                                     | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1516694.06   | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR Financial Corp                                                            | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503353.79    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                           | Golub Capital BDC, Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697730.76    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                     | Southern Co                                                                      | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367389.91    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961497.25    | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                          | Barrick North America Finance LLC                                                | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483826.30   | 0.01%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDJ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     92599 | PA      | $91755.80     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   4680501 | PA      | $4388353.78   | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                                                   | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   2385000 | PA      | $2301578.19   | 0.01%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | Unilever Capital Corp                                                            | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    430000 | PA      | $465422.84    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $747438.42    | 0.00%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | PA      | $1703000.00   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                      | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764451.38    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Mountain Finance Corp                                                       | New Mountain Finance Corp                                                        | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995176.04    | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    625000 | PA      | $604688.63    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YKV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1833048 | PA      | $1903917.17   | 0.01%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | Republic Services, Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $867050.52    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    879000 | PA      | $1006323.15   | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $220886.81    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | CommonSpirit Health                                                              | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $956545.03    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202ERC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1171 | PA      | $1189.78      | 0.00%             | 2038-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    237154 | PA      | $239973.56    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36241LW36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    251247 | PA      | $256019.05    | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4RJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4049 | PA      | $4254.61      | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                         | Landwirtschaftliche Rentenbank                                                   | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   4000000 | PA      | $3505318.96   | 0.02%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv, Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957976.62   | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos, Inc                                                                | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1450355.20   | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                              | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3474204.52   | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WHPT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   9535414 | PA      | $8571581.63   | 0.04%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                     | Rayonier LP                                                                      | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $898856.70    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | Chevron USA, Inc                                                                 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001213.90   | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $681654.50    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296UM49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      6789 | PA      | $6876.46      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    675000 | PA      | $735786.20    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1215211.19   | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | Truist Bank                                                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990481.22    | 0.00%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128LD4R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3272 | PA      | $3387.74      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | Raytheon Technologies Corp                                                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880382.63    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508599.16    | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022596 | PA      | $1002696.86   | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312938GG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     34068 | PA      | $33758.16     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bond                                             | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1500000 | PA      | $1266894.33   | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M9LB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    171087 | PA      | $179169.40    | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48000000 | PA      | $49140000.00  | 0.23%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163QBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $455892.95    | 0.00%             | 2055-07-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc                                                                  | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $602189.29    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495856.13    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981822.51    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2024-A                                             | World Omni Select Auto Trust                                                     | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821764 | PA      | $824305.32    | 0.00%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    700000 | PA      | $625236.56    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2978531.45   | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49988281.00  | 0.23%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                             | DENTSPLY SIRONA, Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921001.75    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| John Deere Owner Trust 2025-B                                                   | John Deere Owner Trust                                                           | CUSIP: 47800UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500999.50    | 0.00%             | 2029-12-17      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co                                                                | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293267.34    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PayPal Holdings, Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $645604.16    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | Sutter Health                                                                    | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $346280.60    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                           | Oglethorpe Power Corp                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508930.97    | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC                                                             | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822988.15    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | Kimberly-Clark Corp                                                              | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    725000 | PA      | $506530.50    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC                                             | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1126563.58   | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2515 | PA      | $2517.03      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983644.12   | 0.01%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3950345 | PA      | $3784955.43   | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NiSource, Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492392.85    | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                   | Sutter Health                                                                    | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131793.45    | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978958.34    | 0.00%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group plc                                                                | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2017773.08   | 0.01%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                        | Andrew W Mellon Foundation                                                       | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $960877.40    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1460620.38   | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278021.77    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $100261719.00 | 0.47%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                  | Wells Fargo Commercial Mortgage Trust                                            | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1893000 | PA      | $1706177.94   | 0.01%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507078.29    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1738847.08   | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                           | CH Robinson Worldwide, Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396826.88    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | Ohio Power Co                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770149.26    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | National Australia Bank Ltd                                                      | CUSIP: 632525CR0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1978476.30   | 0.01%             | 2031-01-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                                  | S&P Global, Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $241550.91    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                 | Old Republic International Corp                                                  | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020403.58   | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49605469.00  | 0.23%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Arizona Public Service Co                                                       | Arizona Public Service Co                                                        | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1293676.29   | 0.01%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477865.37   | 0.01%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    850000 | PA      | $798242.55    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2673131 | PA      | $2605005.35   | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        62 | PA      | $64.14        | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC                                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488341.93    | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                           | Southern California Gas Co                                                       | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526174.71    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                      | Korea Development Bank                                                           | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   2000000 | PA      | $2023579.78   | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417CBM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25446 | PA      | $25201.49     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1432706 | PA      | $1332073.51   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $18043281.25  | 0.08%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy, Inc                                                              | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $994839.21    | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International, Inc                                                        | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987107.90    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp                                             | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984826.89    | 0.00%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA WTR AUTH FIN                                                  | San Diego County Water Authority                                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    500000 | PA      | $508469.25    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987009.92    | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | Cisco Systems, Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1195696.74   | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | Boeing Co                                                                        | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1105520.07   | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113272.57    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31384WKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       377 | PA      | $384.63       | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009029.75   | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410FSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19971 | PA      | $20947.59     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31412WXK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28435 | PA      | $28736.95     | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                        | Aon Corp                                                                         | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1000000 | PA      | $873120.93    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22013784 | PA      | $18697804.90  | 0.09%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | Halliburton Co                                                                   | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $146204.18    | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    575000 | PA      | $539755.62    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy, Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837537.46    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    550000 | PA      | $483068.98    | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                          | Santander Holdings USA, Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034672.48   | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999962.26   | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483948.41    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp                                                                     | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1020140.20   | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82500000 | PA      | $60254003.70  | 0.28%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                         | Connecticut Light and Power Co                                                   | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463232.76    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743695.11    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228175.51    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FKQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      6154 | PA      | $6350.29      | 0.00%             | 2040-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                          | Svensk Exportkredit AB                                                           | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1008833.89   | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31411E2N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4067 | PA      | $4183.65      | 0.00%             | 2037-01-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Consumers 2023 Securitization Funding LLC                                       | Consumers 2023 Securitization Funding LLC                                        | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017069.50   | 0.00%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36296QY78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      5593 | PA      | $5394.86      | 0.00%             | 2039-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                    | American Express Credit Account Master Trust                                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501731.00    | 0.00%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   5096732 | PA      | $4726681.83   | 0.02%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36176RJF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     27709 | PA      | $26633.03     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483728.93    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                        | National Health Investors, Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449876.49    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp                                                               | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476266.59    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $983050.14    | 0.00%             | 2031-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                 | Province of Saskatchewan Canada                                                  | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $1018988.21   | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31297HAS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     48934 | PA      | $49391.95     | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | Welltower OP LLC                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    425000 | PA      | $404341.64    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                                              | GENPACT UK                                                                       | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $979294.21    | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                    | Oriental Republic of Uruguay                                                     | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2000000 | PA      | $1813600.00   | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1388486 | PA      | $1252633.45   | 0.01%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    575000 | PA      | $527347.64    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 36295QHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      2409 | PA      | $2373.59      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                         | Consolidated Edison Co of New York, Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95924.10     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ASTJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     65135 | PA      | $64281.41     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp                                                                | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723533.86    | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co                                                               | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    850000 | PA      | $826364.81    | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA Corp                                                                         | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298752.11    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TR Finance LLC                                                                  | TR Finance LLC                                                                   | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188745.66    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7866731 | PA      | $8012828.05   | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | Essex Portfolio LP                                                               | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $245129.75    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                   | Trustees of Dartmouth College                                                    | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | MUN               | US        |    880000 | PA      | $879470.97    | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp                                                       | Deere Funding Canada Corp                                                        | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $987130.95    | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc                                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468216.94   | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497544.26   | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co, Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2568781.30   | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HJDN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2031206.40   | 0.01%             | 2029-11-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | America Movil SAB de C.V.                                                        | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $988645.65    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3047025.45   | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A6CT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      3260 | PA      | $3217.42      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | Province of Alberta Canada                                                       | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1468504.20   | 0.01%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438220.73    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                    | GS Mortgage Securities Trust                                                     | CUSIP: 36264KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $863975.10    | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002686.97   | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                        | Stanley Black & Decker, Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    425000 | PA      | $355933.59    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | General Electric Co                                                              | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4003231.68   | 0.02%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KUML8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     27002 | PA      | $28282.81     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480897.24    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                        | University of Southern California                                                | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | MUN               | US        |    300000 | PA      | $244466.74    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | Lloyds Banking Group plc                                                         | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1526173.08   | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                            | National Australia Bank Ltd                                                      | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1019593.14   | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc                                                      | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482506.03   | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                          | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497733.41    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    790000 | PA      | $779783.12    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294507.70    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362339.71    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                        | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $684554.47    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | Eastman Chemical Co                                                              | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    525000 | PA      | $439856.00    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3566101 | PA      | $3551015.14   | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISIANA ST LOCAL GOVT ENVRNM                                                  | Louisiana Local Government Environmental Facilities & Community Development Auth | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1017695.40   | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                         | United Air (Mileage Plus Holdings LLC)                                           | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1821256 | PA      | $1874581.32   | 0.01%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388508.01    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                         | WakeMed                                                                          | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    370000 | PA      | $250589.97    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138MBMB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804848 | PA      | $737461.24    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31403DQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3699 | PA      | $3771.07      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                         | Japan Bank for International Cooperation                                         | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $931729.22    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJFA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      3121 | PA      | $3224.44      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX Capital, Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94120.31     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co                                                                        | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278984.26    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                            | Waste Management, Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $148634.76    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                  | Hyundai Auto Receivables Trust                                                   | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1011775.30   | 0.00%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      1930 | PA      | $1968.84      | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417GEQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2191219 | PA      | $2006032.43   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | Starbucks Corp                                                                   | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1138974.80   | 0.01%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4830754.00   | 0.02%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                        | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94762.05     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6451641 | PA      | $5247740.66   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31407JDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1314 | PA      | $1392.21      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix, Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007772.92   | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $71144531.25  | 0.33%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1730532.78   | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                             | Leland Stanford Junior University                                                | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $593999.01    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                           | Georgetown University                                                            | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | MUN               | US        |    300000 | PA      | $260068.28    | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                         | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017550.66   | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                               | Chile Government International Bond                                              | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2600000 | PA      | $2343250.00   | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $339370.59    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                                | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32403.94     | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418PUW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41943 | PA      | $41509.56     | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                            | AdventHealth Obligated Group                                                     | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $613176.01    | 0.00%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | Boston Scientific Corp                                                           | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    256000 | PA      | $224804.35    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                                                             | Dollar General Corp                                                              | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496837.90    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA, Inc                                                                | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970482.83    | 0.00%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1825000 | PA      | $1853494.66   | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co                                                              | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    600000 | PA      | $470944.45    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | American Homes 4 Rent LP                                                         | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591024.40    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | Sherwin-Williams Co                                                              | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503971.35    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2583005 | PA      | $2223690.14   | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7995755 | PA      | $6883913.43   | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9136070 | PA      | $8281275.30   | 0.04%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49000000 | PA      | $48701406.25  | 0.23%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp                                                                       | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    900000 | PA      | $686212.06    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | Masco Corp                                                                       | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189276.28    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | Visa, Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $1972610.17   | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987197.02    | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                          | Bank of New York Mellon Corp                                                     | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597367.92    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                          | Church & Dwight Co, Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221760.54    | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |  11086790 | PA      | $10994286.26  | 0.05%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371KHX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1680 | PA      | $1726.75      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                               | Goldman Sachs Private Credit Corp                                                | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987866.30    | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                    | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    525000 | PA      | $416535.35    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | Rio Tinto Finance USA plc                                                        | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $996143.60    | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128P7ST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |    346068 | PA      | $334971.44    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7JN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      4707 | PA      | $4939.34      | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                        | Ameriprise Financial, Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661335.48    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp                                                                | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    900000 | PA      | $884407.49    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16560710 | PA      | $15235954.51  | 0.07%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $702251.94    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1941712.12   | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | Delta Air Lines, Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509870.35   | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                    | GM Financial Automobile Leasing Trust                                            | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499985.75    | 0.00%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                           | Waste Connections, Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $470476.97    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   3680902 | PA      | $3401105.57   | 0.02%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co                                                           | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186289.13    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool                                                                  | CUSIP: 31418E2D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5488150 | PA      | $5521144.43   | 0.03%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164257.56    | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | Brookfield Finance, Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $530108.90    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    750000 | PA      | $540151.21    | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                           | United Parcel Service, Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1164555.81   | 0.01%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2523778 | PA      | $2445145.45   | 0.01%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 31349UNL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3835 | PA      | $3936.55      | 0.00%             | 2035-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176656 | PA      | $170617.05    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                        | Huntington Ingalls Industries, Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490172.23    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | Targa Resources Corp                                                             | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    575000 | PA      | $480697.57    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp                                                                | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369838.97    | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $1772774.07   | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | ConocoPhillips Co                                                                | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015755.22   | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | Carrier Global Corp                                                              | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $217982.57    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | Brookfield Asset Management Ltd                                                  | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197581.37    | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co                                                                  | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460961.17    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047293.78   | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                 | Oklahoma Gas and Electric Co                                                     | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151680.15    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                             | Rio Tinto Alcan, Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    414000 | PA      | $444215.75    | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $1502163.38   | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co                                                                | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437839.32    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   6116588 | PA      | $5265724.16   | 0.02%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | Hubbell, Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $906734.56    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282342.83    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX PERMANENT UNI                                                  | Permanent University Fund-University of Texas System                             | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    200000 | PA      | $150824.28    | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $651929.10    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003032.10   | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018956.73   | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001565.96   | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                        | World Omni Auto Receivables Trust                                                | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010759.70   | 0.00%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | Corp Andina de Fomento                                                           | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |    870000 | PA      | $894155.06    | 0.00%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $433830.63    | 0.00%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   4366189 | PA      | $4186622.22   | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   9459633 | PA      | $9624417.54   | 0.04%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | Mizuho Financial Group, Inc                                                      | CUSIP: 60687YDS5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $491860.50    | 0.00%             | 2037-05-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| TEXAS NATURAL GAS SECURITIZTN                                                   | Texas Natural Gas Securitization Finance Corp                                    | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    837307 | PA      | $858098.44    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | Entergy Corp                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666040.70    | 0.00%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $894595.78    | 0.00%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1825144 | PA      | $1654717.38   | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | Ginnie Mae II Pool                                                               | CUSIP: 36179YMN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1847898 | PA      | $1923767.72   | 0.01%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970502.48    | 0.00%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202EUT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     97811 | PA      | $100530.10    | 0.00%             | 2038-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FB39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      4043 | PA      | $4008.97      | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | Exxon Mobil Corp                                                                 | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1746144.67   | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                        | W R Berkley Corp                                                                 | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $232465.70    | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3053845.68   | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CAY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2574880 | PA      | $2471889.01   | 0.01%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   7621468 | PA      | $6826013.47   | 0.03%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | Pfizer, Inc                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991793.24    | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417YWR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12318 | PA      | $12146.52     | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511747.78   | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA                                                             | Commonwealth Financing Authority                                                 | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $554906.72    | 0.00%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                          | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017396.51   | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1380335.67   | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1058870.58   | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   1460193 | PA      | $1321442.96   | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                   | Ingredion, Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $555056.42    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                        | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    885000 | PA      | $855355.53    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | Caterpillar, Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $1949359.64   | 0.01%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co                                                              | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2686077.99   | 0.01%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FYZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      1254 | PA      | $1248.81      | 0.00%             | 2026-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198127.52    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                          | Asian Development Bank                                                           | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   4000000 | PA      | $4061141.52   | 0.02%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp                                                                  | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975904.30    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    950000 | PA      | $920115.04    | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049457.64   | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | ProLogis LP                                                                      | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996469.85    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                        | Safehold GL Holdings LLC                                                         | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505667.49    | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FUD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       224 | PA      | $223.36       | 0.00%             | 2026-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KRWU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     72633 | PA      | $74020.19     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31296MCM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     28986 | PA      | $29164.64     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD OF ADMIN FIN CO                                                  | State Board of Administration Finance Corp                                       | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    750000 | PA      | $729629.70    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                        | Everest Reinsurance Holdings, Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $723721.93    | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406814.29    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co of Colorado                                                    | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261613.01    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754324.04    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89469.75     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                          | Province of Manitoba Canada                                                      | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $940566.24    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | Atmos Energy Corp                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1601505.83   | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8A87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     15555 | PA      | $16011.33     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI, Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416311.43    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                        | Benchmark Mortgage Trust                                                         | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $484505.15    | 0.00%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc                                                         | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3261577.17   | 0.02%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502300.72    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    700000 | PA      | $521751.93    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1540022.21   | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YHUX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1945325 | PA      | $1826662.66   | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371NP82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $151.44       | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3624874.20   | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                               | Omnicom Group, Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $687931.02    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | Northrop Grumman Corp                                                            | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    700000 | PA      | $632030.95    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | MetLife, Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558113.05    | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings plc                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1054003.64   | 0.00%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | Cummins, Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016696.42   | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | Unilever Capital Corp                                                            | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1284786.80   | 0.01%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO Energy Co                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    625000 | PA      | $579270.43    | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | Mastercard, Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963802.75    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                         | Essential Utilities, Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    225000 | PA      | $208833.71    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | Asian Development Bank                                                           | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |   1000000 | PA      | $998943.74    | 0.00%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note                                                      | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161000000 | PA      | $159628985.18 | 0.75%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp                                                                      | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $223747.18    | 0.00%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3815156 | PA      | $3355667.07   | 0.02%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                     | Southern Co                                                                      | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475712.28    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                              | nVent Finance Sarl                                                               | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199532.57    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | Eversource Energy                                                                | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986384.41    | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY                                                              | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    210000 | PA      | $218683.52    | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1313866.93   | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128KYE39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     13685 | PA      | $14495.45     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1018500.69   | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292JBZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      9078 | PA      | $9060.80      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority                                            | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     25000 | PA      | $23354.93     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                              | City of Chicago IL                                                               | CUSIP: 1674862D0<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    500000 | PA      | $502118.85    | 0.00%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | Air Products and Chemicals, Inc                                                  | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752483.07    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | Nomura Holdings, Inc                                                             | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1058157.50   | 0.00%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | Elevance Health, Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497536.87   | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                         | Public Service Co of Oklahoma                                                    | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $319061.05    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                        | Presbyterian Healthcare Services                                                 | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $637598.83    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting