# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-25-000213
**Filing Date:** 2025-12
**Character Count:** 143802
**Document Hash:** f93a648fcf8090ebec142cf805576e32
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-25-000213.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0001635073-25-000213

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 251611330

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

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

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

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

## Series and Classes Contracts Data

### Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (Series ID: S000056738)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000180107 | Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF | NUSA            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

- **a. Name of Series:** Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000056738

- **c. LEI of Series:** 549300U4HMIURVN2OD61

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $35489521.00

**Total Liabilities:** $330902.00

**Net Assets:** $35158619.00

**Delayed Delivery Securities:** $49997.00

**Cash Not Reported:** $322967.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -21.86000000 | **1-Year:** -3482.76000000 | **5-Year:** -5033.84000000 | **10-Year:** -436.51000000 | **30-Year:** -34.45000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000180107 | 0.92%                | 0.26%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2790.59                | $237161.04                                 |
| Month 2  | $4196.29                 | $-18346.74                                 |
| Month 3  | $5579.60                 | $5287.93                                   |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180564.69    | 0.51%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ERL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62699 | PA      | $62666.85     | 0.18%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                    | IQVIA Inc                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10534.47     | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                         | Boston Properties LP                                                        | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10852.12     | 0.03%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                           | Voya Financial Inc                                                          | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9551.21      | 0.03%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                         | Kyndryl Holdings Inc                                                        | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9788.15      | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                            | DXC Technology Co                                                           | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9777.40      | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                   | Verizon Communications Inc                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19231.75     | 0.05%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Province of Ontario Canada                                   | Province of Ontario Canada                                                  | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $60807.70     | 0.17%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                        | Arrow Electronics Inc                                                       | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20419.98     | 0.06%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                       | Mizuho Financial Group Inc                                                  | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $40027.14     | 0.11%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                              | BANK5 2024-5YR9                                                             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $46837.69     | 0.13%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                             | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     45000 | PA      | $45353.65     | 0.13%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                          | Dollar General Corp                                                         | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20145.99     | 0.06%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                               | Wells Fargo Commercial Mortgage Trust 2018-C44                              | CUSIP: 95001JAW7<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     99216 | PA      | $98387.69     | 0.28%             | 2051-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                   | FedEx Corp                                                                  | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9962.58      | 0.03%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                               | Mastercard Inc                                                              | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20434.31     | 0.06%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $502753.91    | 1.43%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20749.50     | 0.06%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                | Wisconsin Public Service Corp                                               | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71099.72     | 0.20%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $202046.88    | 0.57%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                             | Ryder System Inc                                                            | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10814.12     | 0.03%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                    | Jabil Inc                                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10001.51     | 0.03%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                       | Synovus Financial Corp                                                      | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10343.95     | 0.03%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                          | Gilead Sciences Inc                                                         | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19759.80     | 0.06%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                      | Dell International LLC / EMC Corp                                           | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20450.53     | 0.06%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $617132.81    | 1.76%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29574.13     | 0.08%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199757.81    | 0.57%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                    | ORIX Corp                                                                   | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49995.78     | 0.14%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222496 | PA      | $206005.91    | 0.59%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development          | International Bank for Reconstruction & Development                         | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     80000 | PA      | $80074.02     | 0.23%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                             | Crown Castle Inc                                                            | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39279.58     | 0.11%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                  | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13899.06     | 0.04%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1150269.54   | 3.27%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo Inc                                                                 | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30613.43     | 0.09%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued               | United States Treasury Note/Bond - When Issued                              | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $839076.17    | 2.39%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                    | ONEOK Inc                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16192.09     | 0.05%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                      | Laboratory Corp of America Holdings                                         | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19864.88     | 0.06%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                          | Kimco Realty OP LLC                                                         | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39872.18     | 0.11%             | 2027-04-01      | Fixed         | 3.80%                 | 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       |     60000 | PA      | $61749.52     | 0.18%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                          | Province of British Columbia Canada                                         | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     28000 | PA      | $28840.77     | 0.08%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                      | Inter-American Development Bank                                             | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |    110000 | PA      | $110316.00    | 0.31%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                | M&T Bank Corp                                                               | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21651.35     | 0.06%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                      | HCA Inc                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42443.93     | 0.12%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72326.47     | 0.21%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                     | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51268.16     | 0.15%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57321.09     | 0.16%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                                        | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102320.03    | 0.29%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                        | Svensk Exportkredit AB                                                      | CUSIP: 87031CAJ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |     36000 | PA      | $36022.05     | 0.10%             | 2026-02-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $509687.50    | 1.45%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1001875.00   | 2.85%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                   | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     80000 | PA      | $79390.32     | 0.23%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                           | Conagra Brands Inc                                                          | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20184.12     | 0.06%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70513 | PA      | $69415.62     | 0.20%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                               | CarMax Auto Owner Trust 2023-4                                              | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84698 | PA      | $85741.36     | 0.24%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                   | Nasdaq Inc                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46427.21     | 0.13%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                    | Toronto-Dominion Bank/The                                                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50821.82     | 0.14%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                              | General Motors Financial Co Inc                                             | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103618.13    | 0.29%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co                                               | Eli Lilly & Co                                                              | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50330.83     | 0.14%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                             | Bank of New York Mellon Corp/The                                            | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50321.66     | 0.14%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                         | Colgate-Palmolive Co                                                        | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10090.66     | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                   | CNH Industrial Capital LLC                                                  | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50353.77     | 0.14%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                              | Inter-American Development Bank                                             | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50010.25     | 0.14%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                            | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52189.37     | 0.15%             | 2028-09-25      | Fixed         | 5.72%                 | 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        |     50000 | PA      | $50743.64     | 0.14%             | 2030-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                         | Edison International                                                        | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60410.52     | 0.17%             | 2028-11-15      | Fixed         | 5.25%                 | 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        |    275143 | NS      | $275143.16    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyco Electronics Group SA                                    | Tyco Electronics Group SA                                                   | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20336.78     | 0.06%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $752197.27    | 2.14%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                             | Enel Americas SA                                                            | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     10000 | PA      | $9978.08      | 0.03%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                             | Hewlett Packard Enterprise Co                                               | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30810.13     | 0.09%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                          | Elevance Health Inc                                                         | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19849.75     | 0.06%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     80000 | PA      | $79790.70     | 0.23%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $148716.80    | 0.42%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                 | Enbridge Inc                                                                | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51600.25     | 0.15%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                       | Santander Holdings USA Inc                                                  | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29293.89     | 0.08%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418EWF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68131 | PA      | $70429.62     | 0.20%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                             | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     70000 | PA      | $71054.62     | 0.20%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61850.41     | 0.18%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                                     | FMC Corp                                                                    | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9322.24      | 0.03%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                   | Capital One Financial Corp                                                  | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34925.80     | 0.10%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $303410.16    | 0.86%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HFF59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51002.84     | 0.15%             | 2029-07-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                            | Atmos Energy Corp                                                           | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19722.35     | 0.06%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $246328.13    | 0.70%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                             | Black Hills Corp                                                            | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49897.94     | 0.14%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                          | Synchrony Financial                                                         | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50370.65     | 0.14%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                     | American Water Capital Corp                                                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37314.71     | 0.11%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                       | Bunge Ltd Finance Corp                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50401.20     | 0.14%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38483.16     | 0.11%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171587 | PA      | $153989.36    | 0.44%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10594.61     | 0.03%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                         | Waste Management Inc                                                        | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59067.46     | 0.17%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $698660.16    | 1.99%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                                     | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26457.87     | 0.08%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                    | GATX Corp                                                                   | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19837.37     | 0.06%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                           | Realty Income Corp                                                          | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49751.14     | 0.14%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                           | Home Depot Inc/The                                                          | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20586.80     | 0.06%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     83000 | PA      | $84855.35     | 0.24%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                           | Verizon Master Trust Series 2024-4                                          | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45351.65     | 0.13%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                              | Fannie Mae Pool                                                             | CUSIP: 31418ETT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75333 | PA      | $77020.91     | 0.22%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                  | American Honda Finance Corp                                                 | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50118.77     | 0.14%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                   | AbbVie Inc                                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61392.20     | 0.17%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $295242.19    | 0.84%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92103 | PA      | $88704.83     | 0.25%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                     | African Development Bank                                                    | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     70000 | PA      | $68523.33     | 0.19%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                   | VMware LLC                                                                  | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14962.67     | 0.04%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                      | Public Service Electric and Gas Co                                          | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9856.77      | 0.03%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                          | Caterpillar Financial Services Corp                                         | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51674.55     | 0.15%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                               | McCormick & Co Inc/MD                                                       | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9884.61      | 0.03%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $810125.00    | 2.30%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C10 Mortgage Trust                                 | BMO 2025-5C10 Mortgage Trust                                                | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52197.28     | 0.15%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    420000 | PA      | $427185.94    | 1.22%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                      | Digital Realty Trust LP                                                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29799.46     | 0.08%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45000 | PA      | $45828.14     | 0.13%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151154.30    | 0.43%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $836818.36    | 2.38%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     40000 | PA      | $40243.96     | 0.11%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                                              | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9905.97      | 0.03%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                  | Equinor ASA                                                                 | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     40000 | PA      | $39596.51     | 0.11%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                                     | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20031.71     | 0.06%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                      | John Deere Capital Corp                                                     | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41071.56     | 0.12%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99187.91     | 0.28%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149103.52    | 0.42%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                            | Eversource Energy                                                           | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48184.69     | 0.14%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                          | Eastman Chemical Co                                                         | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71270.87     | 0.20%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                                           | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41342.80     | 0.12%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                         | Colgate-Palmolive Co                                                        | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9891.08      | 0.03%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $715558.59    | 2.04%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                      | Procter & Gamble Co/The                                                     | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29323.21     | 0.08%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond             | Republic of Poland Government International Bond                            | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     60000 | PA      | $61843.66     | 0.18%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                          | PayPal Holdings Inc                                                         | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9988.07      | 0.03%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                         | Westpac Banking Corp                                                        | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $41347.23     | 0.12%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                 | FirstEnergy Transmission LLC                                                | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50319.37     | 0.14%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                               | GE HealthCare Technologies Inc                                              | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30611.54     | 0.09%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                    | Export Development Canada                                                   | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50043.89     | 0.14%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $398500.00    | 1.13%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150755.86    | 0.43%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                         | Parker-Hannifin Corp                                                        | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10047.06     | 0.03%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                  | PepsiCo Inc                                                                 | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40446.24     | 0.12%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                               | Hershey Co/The                                                              | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10164.01     | 0.03%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                    | Honda Auto Receivables 2024-3 Owner Trust                                   | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50338.69     | 0.14%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                    | Adobe Inc                                                                   | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51720.70     | 0.15%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                      | Capital One Multi-Asset Execution Trust                                     | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50061.13     | 0.14%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $76016.60     | 0.22%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                   | Intel Corp                                                                  | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46666.91     | 0.13%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp            | National Rural Utilities Cooperative Finance Corp                           | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50770.20     | 0.14%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14876.11     | 0.04%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                              | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $49836.07     | 0.14%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                     | Lennox International Inc                                                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19126.48     | 0.05%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                             | Coca-Cola Co/The                                                            | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57062.82     | 0.16%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155798.56    | 0.44%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                    | Adobe Inc                                                                   | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10138.82     | 0.03%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                      | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |    140000 | PA      | $138158.77    | 0.39%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                          | Global Payments Inc                                                         | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15142.82     | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                             | Cintas Corp No 2                                                            | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50227.92     | 0.14%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                            | Canada Government International Bond                                        | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $100316.77    | 0.29%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                            | Sysco Corp                                                                  | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9872.76      | 0.03%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                    | Amgen Inc                                                                   | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39363.60     | 0.11%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78808.50     | 0.22%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $355919.92    | 1.01%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52913 | PA      | $51286.50     | 0.15%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                  | Federal Home Loan Mortgage Corporation, Notes                               | CUSIP: 3128MMWC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     50347 | PA      | $49812.80     | 0.14%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $879222.65    | 2.50%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                             | Progressive Corp/The                                                        | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19607.10     | 0.06%             | 2027-03-15      | Fixed         | 2.50%                 | 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       |     50000 | PA      | $49401.36     | 0.14%             | 2030-10-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                   | Korea Development Bank/The                                                  | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $203056.76    | 0.58%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                             | Bank of Montreal                                                            | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50964.64     | 0.14%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418EUT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30029 | PA      | $30348.75     | 0.09%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                      | HCA Inc                                                                     | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49756.67     | 0.14%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                      | Landwirtschaftliche Rentenbank                                              | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     80000 | PA      | $78778.54     | 0.22%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                     | eBay Inc                                                                    | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10364.85     | 0.03%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301265.63    | 0.86%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DKK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16187 | PA      | $15689.63     | 0.04%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                                       | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19872.61     | 0.06%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                        | Texas Instruments Inc                                                       | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50832.61     | 0.14%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65233 | PA      | $61377.26     | 0.17%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                        | Evergy Kansas Central Inc                                                   | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9902.16      | 0.03%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                   | 3M Co                                                                       | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19699.42     | 0.06%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                      | Astrazeneca Finance LLC                                                     | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51271.94     | 0.15%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                   | Fortis Inc/Canada                                                           | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19796.95     | 0.06%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                         | National Fuel Gas Co                                                        | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51655.11     | 0.15%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                 | Illumina Inc                                                                | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30840.72     | 0.09%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                               | Starbucks Corp                                                              | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51027.50     | 0.15%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                       | Brixmor Operating Partnership LP                                            | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29866.55     | 0.08%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                          | American Tower Corp                                                         | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51042.93     | 0.15%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                | Citigroup Inc                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51004.64     | 0.15%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                      | John Deere Capital Corp                                                     | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100816.90    | 0.29%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                           | Analog Devices Inc                                                          | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20297.24     | 0.06%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                      | Oesterreichische Kontrollbank AG                                            | CUSIP: 676167CC1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     20000 | PA      | $19826.11     | 0.06%             | 2026-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                            | IBM International Capital Pte Ltd                                           | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $50724.19     | 0.14%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                             | Welltower OP LLC                                                            | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50543.56     | 0.14%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                   | Zimmer Biomet Holdings Inc                                                  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20673.53     | 0.06%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97230.47     | 0.28%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                               | Starbucks Corp                                                              | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19750.93     | 0.06%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                        | TransCanada PipeLines Ltd                                                   | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11995.05     | 0.03%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                    | Nokia Oyj                                                                   | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     10000 | PA      | $9979.62      | 0.03%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                             | American International Group Inc                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51148.11     | 0.15%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                       | Equitable Holdings Inc                                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7020.01      | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    130898 | PA      | $120478.28    | 0.34%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                    | Toronto-Dominion Bank/The                                                   | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50992.99     | 0.15%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                            | Kinder Morgan Inc                                                           | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19539.98     | 0.06%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                 | Nordson Corp                                                                | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10082.89     | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                            | International Finance Corp                                                  | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | N/A       |     18000 | PA      | $18390.07     | 0.05%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                          | American Express Co                                                         | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93218.81     | 0.27%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                             | Ryder System Inc                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51169.80     | 0.15%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                  | Oracle Corp                                                                 | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50718.12     | 0.14%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51698.73     | 0.15%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                            | General Mills Inc                                                           | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20013.59     | 0.06%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                         | Williams Cos Inc/The                                                        | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81425.22     | 0.23%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                  | Oracle Corp                                                                 | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49078.70     | 0.14%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $946660.16    | 2.69%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                          | Fifth Third Bancorp                                                         | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29229.57     | 0.08%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498984.38    | 1.42%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V7 Mortgage Trust                             | Benchmark 2024-V7 Mortgage Trust                                            | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52789.67     | 0.15%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50916.14     | 0.14%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                         | Bank of America Corp                                                        | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51626.97     | 0.15%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                     | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51106.26     | 0.15%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                          | American Tower Corp                                                         | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39708.08     | 0.11%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                       | Motorola Solutions Inc                                                      | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10094.74     | 0.03%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                        | Unilever Capital Corp                                                       | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20530.66     | 0.06%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                   | Humana Inc                                                                  | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52005.48     | 0.15%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101203.13    | 0.29%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                        | PACCAR Financial Corp                                                       | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15256.66     | 0.04%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $702460.93    | 2.00%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                                          | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20974.10     | 0.06%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                           | Republic of Poland Government International Bond                            | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     10000 | PA      | $10312.24     | 0.03%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                 | Centene Corp                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19711.88     | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                     | Stanley Black & Decker Inc                                                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9988.11      | 0.03%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $352611.33    | 1.00%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102603.25    | 0.29%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $604570.31    | 1.72%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                       | Toll Brothers Finance Corp                                                  | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9803.29      | 0.03%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $505000.00    | 1.44%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                               | BBCMS Mortgage Trust 2025-5C33                                              | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $52720.22     | 0.15%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| KELLOGG CO                                                   | Kellanova                                                                   | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29649.99     | 0.08%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302671.88    | 0.86%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $698414.07    | 1.99%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                               | Freddie Mac Multifamily Structured Pass Through Certificates                | CUSIP: 3137HACX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $102045.98    | 0.29%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                             | Deutsche Bank AG/New York NY                                                | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $51264.47     | 0.15%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                               | Merck & Co Inc                                                              | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30151.67     | 0.09%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92184 | PA      | $82694.43     | 0.24%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $102062.50    | 0.29%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                          | Consumers Energy Co                                                         | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50517.72     | 0.14%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                           | Valero Energy Corp                                                          | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51424.11     | 0.15%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                                | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $78374.92     | 0.22%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $255478.52    | 0.73%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                       | Webster Financial Corp                                                      | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49992.83     | 0.14%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                  | Cummins Inc                                                                 | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50352.39     | 0.14%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                            | State Street Corp                                                           | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51355.44     | 0.15%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                           | Canadian Imperial Bank of Commerce                                          | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10341.25     | 0.03%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                                    | ORIX Corp                                                                   | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      5000 | PA      | $5081.91      | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                         | Keurig Dr Pepper Inc                                                        | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20388.81     | 0.06%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                                    | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $51787.02     | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                     | Alexandria Real Estate Equities Inc                                         | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10005.06     | 0.03%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                     | Willis North America Inc                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20121.88     | 0.06%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $308449.22    | 0.88%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                                    | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $59625.69     | 0.17%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                              | OGE Energy Corp                                                             | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25960.25     | 0.07%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                               | SoFi Professional Loan Program 2020-C Trust                                 | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35222 | PA      | $33123.66     | 0.09%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1187105.46   | 3.38%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                   | Fannie Mae Pool                                                             | CUSIP: 31418DHE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14715 | PA      | $14281.09     | 0.04%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                               | Mastercard Inc                                                              | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10163.24     | 0.03%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                 | Comcast Corp                                                                | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79159.60     | 0.23%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                      | Bank of Nova Scotia/The                                                     | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51357.34     | 0.15%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                            | Cisco Systems Inc                                                           | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102489.47    | 0.29%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                  | Nutrien Ltd                                                                 | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10162.36     | 0.03%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                       | Mitsubishi UFJ Financial Group Inc                                          | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $59929.77     | 0.17%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                      | Fidelity National Information Services Inc                                  | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14103.47     | 0.04%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                     | Sabine Pass Liquefaction LLC                                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20115.22     | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                           | Regal Rexnord Corp                                                          | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10344.21     | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                           | Conagra Brands Inc                                                          | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50675.27     | 0.14%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                                   | Fiserv Inc                                                                  | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40761.03     | 0.12%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    102000 | PA      | $102794.65    | 0.29%             | 2028-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                              | Province of Saskatchewan Canada                                             | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $10310.94     | 0.03%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149138.67    | 0.42%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                             | Wells Fargo & Co                                                            | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50909.86     | 0.14%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                     | Toyota Motor Credit Corp                                                    | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50127.33     | 0.14%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                               | Home Depot Inc/The                                                          | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40391.10     | 0.11%             | 2026-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151118.75    | 0.43%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                       | Mondelez International Inc                                                  | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29423.24     | 0.08%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                  | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51599.80     | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                               | Eli Lilly & Co                                                              | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10036.31     | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                     | European Investment Bank                                                    | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |     60000 | PA      | $58816.65     | 0.17%             | 2027-05-24      | Fixed         | 2.38%                 | 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       |     60000 | PA      | $60360.05     | 0.17%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                        | Truist Financial Corp                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54043.03     | 0.15%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                | DTE Energy Co                                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50604.47     | 0.14%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                              | McDonald's Corp                                                             | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51409.49     | 0.15%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                       | Asian Development Bank                                                      | CUSIP: 045167FU2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | N/A       |     50000 | PA      | $50008.06     | 0.14%             | 2026-01-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                         | PNC Financial Services Group Inc/The                                        | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71577.19     | 0.20%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50667.38     | 0.14%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                     | Export Development Canada                                                   | CUSIP: 30216BKB7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     80000 | PA      | $80220.35     | 0.23%             | 2026-06-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                          | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $97847.21     | 0.28%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                              | McDonald's Corp                                                             | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9920.59      | 0.03%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $700519.53    | 1.99%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                          | JPMorgan Chase & Co                                                         | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51297.73     | 0.15%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                         | BANK 2021-BNK34                                                             | CUSIP: 06541JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47023 | PA      | $44302.17     | 0.13%             | 2063-06-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                  | Equinix Inc                                                                 | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19219.92     | 0.05%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                     | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     40000 | PA      | $40354.67     | 0.11%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100578.13    | 0.29%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151951.17    | 0.43%             | 2030-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                          | Sumitomo Mitsui Financial Group Inc                                         | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $80889.45     | 0.23%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                         | Chase Issuance Trust                                                        | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100869.84    | 0.29%             | 2030-07-15      | Fixed         | 4.16%                 | 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       |     50000 | PA      | $49951.99     | 0.14%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                     | Canadian Pacific Railway Co                                                 | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19526.08     | 0.06%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $304710.94    | 0.87%             | 2029-03-31      | Fixed         | 4.12%                 | 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       |     60000 | PA      | $61515.62     | 0.17%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                    | Province of Quebec Canada                                                   | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     60000 | PA      | $61416.45     | 0.17%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                 | Stryker Corp                                                                | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51282.44     | 0.15%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                    | Sanofi SA                                                                   | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $49908.44     | 0.14%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                               | S&P Global Inc                                                              | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9803.22      | 0.03%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                          | Sherwin-Williams Co/The                                                     | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29718.85     | 0.08%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                              | Cigna Group/The                                                             | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71802.52     | 0.20%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                                           | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $36283.35     | 0.10%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                             | United States Treasury Note/Bond                                            | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $924152.35    | 2.63%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                             | Ventas Realty LP                                                            | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29858.92     | 0.08%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                       | Roper Technologies Inc                                                      | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38107.71     | 0.11%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                     | Benchmark 2021-B29 Mortgage Trust                                           | CUSIP: 08163JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96212.34     | 0.27%             | 2054-09-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                               | EPR Properties                                                              | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10000.17     | 0.03%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                              | United States Treasury Note/Bond                                            | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $400296.88    | 1.14%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                   | Toyota Auto Receivables 2025-A Owner Trust                                  | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50515.89     | 0.14%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting